Continuous Semi-Markov Processes
January 2008, Wiley-ISTE
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.