Continuous Semi-Markov Processes Hardback
by Boris (State University, St. Petersburg, Russia) Harlamov
Hardback
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.
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:448 pages
- Publisher:ISTE Ltd and John Wiley & Sons Inc
- Publication Date:27/12/2007
- Category:
- ISBN:9781848210059
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:448 pages
- Publisher:ISTE Ltd and John Wiley & Sons Inc
- Publication Date:27/12/2007
- Category:
- ISBN:9781848210059