Continuous Semi-Markov Processes, 1st Edition, 9781848210059
Hardcover
This title considers the special of random processes known as semi-Markov processes. 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…

Continuous Semi-Markov Processes, 1st Edition

$512.27

  • Hardcover

    448 pages

  • Release Date

    26 December 2007

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Summary

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 parti…

Book Details

ISBN-13:9781848210059
ISBN-10:1848210051
Author:Boris Harlamov
Publisher:ISTE Ltd and John Wiley & Sons Inc
Imprint:ISTE Ltd and John Wiley & Sons Inc
Format:Hardcover
Number of Pages:448
Edition:1st
Release Date:26 December 2007
Weight:703g
Dimensions:236mm x 160mm x 23mm
Series:Applied Stochastic Methods
About The Author

Boris Harlamov

Boris Harlamov is Professor of Applied Mathematics and Informatics in the Department of Architecture and Building at the State University, St. Petersburg, Russia.

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