Continuous Semi-Markov Processes

By Boris Harlamov

This title considers the special of random processes known assemi-Markov processes. These possess the Markov property withrespect to any intrinsic Markov time such as the first exit timefrom an open set or a finite iteration of these times.
The class of semi-Markov processes includes strong Markovprocesses, L vy and Smith stepped semi-Markov processes, andsome other subclasses. Extensive coverage is devoted tonon-Markovian semi-Markov processes with continuous trajectoriesand, in particular, to semi-Markov diffusion processes. Readerslooking to enrich their knowledge on Markov processes will findthis book a valuable resource.

• Format: Hardcover
• Language: English
• ISBN: 1848210051
• ISBN13: 9781848210059
• Release Date: January 2008
• Publisher: Wiley-Iste
• Length: 448 Pages
• Weight: 1.53 lbs.
• Dimensions: 1.7" x 6.5" x 9.2"