Continuous Semi‐Markov Processes

DOI10.1002/9780470610923MaRDI QIDQ5444937zbMATH OpenOpenAlexFDO

Authors B. P. Harlamov

Publication date 26 February 2008

Full work available at URL https://doi.org/10.1002/9780470610923

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Markov renewal processes, semi-Markov processes (60K15)

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Cited in

(36)

• Optimal local first exit time
• On semi-Markov processes and their Kolmogorov's integro-differential equations
• Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation
• On integral of a semi-Markov diffusion process
• On delay and asymmetry points of one-dimensional diffusion processes
• Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation
• Time distribution from zero up to beginning: of the final stop of semi-Markov diffusion process on interval with unattainable boundaries
• On unattainable boundary of a diffusion process range: semi-Markov approach
• On the integral of diffusion process on interval with unattainable edges boundaries: semi-Markov approach
• On the distribution density of the first exit point of a diffusion process with break from a small circular neighborhood of its initial point
• Semi-Markovian capacities in production network models
• Imprecise continuous-time Markov chains
• Diffusion processes with delay at the endpoints of a segment
• On Markov diffusion processes with delayed reflection from boundaries of a segment
• Characteristic operator of a diffusion process
• Asymptotic behaviour and functional limit theorems for a time changed Wiener process
• On a sufficient condition for a diffusion process will never reach boundaries of some interval
• Continuous semi Markovian processes.
• Final distribution of a diffusion process: semi-Markov approach
• Final distribution of a diffusion process with final stop
• Semi-Markov approach to the problem of delayed reflection of diffusion Markov processes
• Continuous Semi-Markov Processes and Their Applications
• On motion of Brownian particles along a delaying screen
• Semi-Markov approach to continuous time random walk limit processes
• On alternative of choice for a prophylaxis problem
• Stochastic model of gas capillary chromatography
• On some boundary property of Dirichlet operator family for the second order ordinary differential equation
• The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications
• Distribution density of the first exit point of a two-dimensional diffusion process from a circle neighborhood of its initial point: the inhomogeneous case
• Absolute continuity of measures in the class of Markov and semi-Markov processes of diffusion type
• Stabilisation of semi-Markovian jump stochastic systems via asynchronous switching control
• Asymptotic stability analysis of nonlinear stochastic semi‐Markov jump systems
• Semimartingale representation of a class of semi-Markov dynamics
• Sampling inverse subordinators and subdiffusions
• On merging of stochastic system of semi-Markov dynamics
• Preservation of the Markov property under delayed reflection

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