基本信息出版社：Wiley-ISTE
页码：448 页
出版日期：2008年01月
ISBN：1848210051
条形码：9781848210059
装帧：精装
正文语种：英语
丛书名：Applied Stochastic Methods
外文书名：连续的半马尔可夫过程

内容简介 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.
作者简介 Boris Harlamov is Professor of Applied Mathematics and Informatics in the Department of Architecture and Building at the State University, St. Petersburg, Russia.
专业书评 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.