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Continuous Semimarkov Processes Applied Stochastic Methods 1st Edition Boris Harlamov

  • SKU: BELL-1379406
Continuous Semimarkov Processes Applied Stochastic Methods 1st Edition Boris Harlamov
$ 31.00 $ 45.00 (-31%)

4.3

8 reviews

Continuous Semimarkov Processes Applied Stochastic Methods 1st Edition Boris Harlamov instant download after payment.

Publisher: Wiley-ISTE
File Extension: PDF
File size: 2.1 MB
Pages: 377
Author: Boris Harlamov
ISBN: 9781848210059, 1848210051
Language: English
Year: 2008
Edition: 1

Product desciption

Continuous Semimarkov Processes Applied Stochastic Methods 1st Edition Boris Harlamov by Boris Harlamov 9781848210059, 1848210051 instant download after payment.

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.

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