Continuous Semi-Markov Processes
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Beschreibung
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, Lévy 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.
Autor*in
Boris Harlamov
Themen in »Continuous Semi-Markov Processes«
Angewandte Mathematik Angewandte Wahrscheinlichkeitsrechnung u. Statistik Applied Mathematics Applied Probability & Statistics Chemie Chemistry Chromatographie / Trennverfahren Chromatography / Separation Techniques Mathematics Mathematik Statistics Statistik