Continuous Semi-Markov Processes. Группа авторов
- Тип: Текст PDF
- Автор:
- Издательство: John Wiley & Sons Limited(2019)
- ISBN: 9780470393512
- Страниц: 377
- Язык: Английский
17949.10 руб.
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- Жанры: Математика
- Описание
- Фрагмент
This 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, L?vy 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.