On semi-Markov processes and their Kolmogorov's integro-differential equations (Q1635682): Difference between revisions

The paper under review considers semi-Markov processes and their Kolmogorov's integro-differential equations. Semi-Markov processes are a generalization of Markov processes since the exponential distribution of time intervals is replaced with an arbitrary distribution. The paper contains 7 parts. In Section 1 ``Introduction'', the authors give an introduction of the history of semi-Markov processes, and the goal of this paper. In Section 2 ``Preliminaries'', the authors introduce complete monotonicity and Berstein functions, and subordinators and non-homogeneous subordinators. In Section 3 ``Stepped semi-Markov processes and time-changed Markov processes'', the authors introduce and construct a large class of semi-Markov processes. In Section 4 ``The Kolmogorov's equations'', the authors present the Kolmogorov's equation for a class of semi-Markov processes in the form of an integro-differential Volterra equation. In Section 5 ``General semi-Markov processes as limit of stepped semi-Markov processes'', the authors consider weak limits of semi-Markov processes and identified the corresponding integro-differential Kolmogorov's equations. In Section 6 ``Some remarks on countable state spaces'', some results of previous sections are presented when the state space \(\mathcal{S}\) is countable. In Section 7 ``Auxiliary results'', two technical results used in the paper are given.