6. Time Change and Semi-Markov Processes

  1. Boris Harlamov

Published Online: 27 JAN 2010

DOI: 10.1002/9780470610923.ch6

Continuous Semi-Markov Processes

Continuous Semi-Markov Processes

How to Cite

Harlamov, B. (2010) Time Change and Semi-Markov Processes, in Continuous Semi-Markov Processes, ISTE, London, UK. doi: 10.1002/9780470610923.ch6

Publication History

  1. Published Online: 27 JAN 2010
  2. Published Print: 1 JAN 2008

Book Series:

Book Series Editors:

  1. Nikolaos Limnios

ISBN Information

Print ISBN: 9781848210059

Online ISBN: 9780470610923

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Keywords:

  • transformation;
  • correspondence;
  • possibility;
  • suppositions;
  • distribution

Summary

This chapter contains sections titled:

  • Time change and trajectories

  • Intrinsic time and traces

  • Canonical time change

  • Coordination of function and time change

  • Random time changes

  • Additive functionals

  • Distribution of a time run along the trace

  • Random curvilinear integrals

  • Characteristic operator and integral

  • Stochastic integral with respect to semi-Markov process