Continuous Semi-Markov Processes
Группа авторов
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, L?vy 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.
- Категория: математика
- Правообладатель: John Wiley & Sons Limited
- Возрастное ограничение: 0+
- ISBN: 9780470393512
- Легальная стоимость: 24296.32 руб.
Читать книгу «Continuous Semi-Markov Processes» онлайн:
Комментарии ():
Вам также может понравиться:
