Continuous Semi-Markov Processes
1. Edition December 2007
376 Pages, Hardcover
Wiley & Sons Ltd
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.
Chapter 2. Sequences of the First Exit Times and Regenerative
Times.
Chapter 3. Semi-Markov Processes of General Type.
Chapter 4. Construction of the Process with Semi-Markov Transition
Functions.
Chapter 5. Semi-Markov Processes of Diffusion Type.
Chapter 6. Time Change and Semi-Markov Processes.
Chapter 7. Limit Theorems for Semi-Markov Processes.
Chapter 8. Representing of the Semi-Markov Process as a Transformed
Markov Process.
Chapter 9. Semi-Markov Model of Chromatography.
List of Authors.
Index.
