Continuous Semi-Markov Processes
By (author) Boris Harlamov
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Continuous Semi-Markov Processes by Boris Harlamov
Book DescriptionThis title considers the special of random processes known as semi-Markov processes. These possess the Markov property with respect to any intrinsic Markov time such as the first exit time from an open set or a finite iteration of these times. The class of semi-Markov processes includes strong Markov processes, Levy and Smith stepped semi-Markov processes, and some other subclasses. Extensive coverage is devoted to non-Markovian semi-Markov processes with continuous trajectories and, in particular, to semi-Markov diffusion processes. Readers looking to enrich their knowledge on Markov processes will find this book a valuable resource.
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Book DetailsISBN: 9781848210059
(236mm x 162mm x 28mm)
Imprint: ISTE Ltd and John Wiley & Sons Inc
Publisher: ISTE Ltd and John Wiley & Sons Inc
Publish Date: 27-Dec-2007
Country of Publication: United Kingdom
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Author Biography - Boris Harlamov
Boris Harlamov is Professor of Applied Mathematics and Informatics in the Department of Architecture and Building at the State University, St. Petersburg, Russia.
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