A01=Boris Harlamov
Author_Boris Harlamov
Category=PBWL
class
continuous
coverage
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
exit
extensive
first
intrinsic
known
markov
nonmarkovian semimarkov processes
processes
property
random
respect
semimarkov
semimarkov processes
special
time
title
trajectories
Product details
- ISBN 9781848210059
- Weight: 703g
- Dimensions: 160 x 236mm
- Publication Date: 27 Dec 2007
- Publisher: ISTE Ltd and John Wiley & Sons Inc
- Publication City/Country: GB
- Product Form: Hardback
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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, Lévy 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.
The class of semi-Markov processes includes strong Markov processes, Lévy 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.
Boris Harlamov is Professor of Applied Mathematics and Informatics in the Department of Architecture and Building at the State University, St. Petersburg, Russia.
