Description
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, 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.
About the Author
Boris Harlamov is Professor of Applied Mathematics and Informatics in the Department of Architecture and Building at the State University, St. Petersburg, Russia.
Book Information
ISBN 9781848210059
Author Boris Harlamov
Format Hardback
Page Count 448
Imprint ISTE Ltd and John Wiley & Sons Inc
Publisher ISTE Ltd and John Wiley & Sons Inc
Weight(grams) 703g
Dimensions(mm) 236mm * 160mm * 23mm
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.
About the Author
Boris Harlamov is Professor of Applied Mathematics and Informatics in the Department of Architecture and Building at the State University, St. Petersburg, Russia.
Book Information
ISBN 9781848210059
Author Boris Harlamov
Format Hardback
Page Count 448
Imprint ISTE Ltd and John Wiley & Sons Inc
Publisher ISTE Ltd and John Wiley & Sons Inc
Weight(grams) 703g
Dimensions(mm) 236mm * 160mm * 23mm
