The theory of stochastic processes. II: Translated from the Russian by S. Kotz
From MaRDI portal
Publication:1883332
zbMath1068.60005MaRDI QIDQ1883332
Anatoli V. Skorokhod, Iosif I. Gikhman
Publication date: 11 October 2004
Published in: Classics in Mathematics (Search for Journal in Brave)
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Markov processes (60Jxx) Stochastic processes (60Gxx)
Related Items (21)
Large deviation principle for additive functionals of semi-Markov processes ⋮ Concepts of quantum non-markovianity: a hierarchy ⋮ On Some Ergodic Impulse Control Problems with Constraint ⋮ Application of optimal filtering methods for on-line of queueing network states ⋮ A sparse Markov chain approximation of LQ-type stochastic control problems. ⋮ On linear prediction for stationary random fields with nonsymmetrical half-plane past ⋮ Hitting times with taboo for a random walk ⋮ Queuing models with Mittag-Leffler inter-event times ⋮ Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility ⋮ Threshold dynamics of SAIRS epidemic model with semi‐Markov switching ⋮ A stochastic model for PSA levels: behavior of solutions and population statistics ⋮ A pedestrian flow model with stochastic velocities: microscopic and macroscopic approaches ⋮ Local particles numbers in critical branching random walk ⋮ Stochastic Processes with Age-Dependent Transition Rates ⋮ Frame sequences and representations for samplable random processes ⋮ Fractional immigration-death processes ⋮ On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes ⋮ Parametric randomization, complex symplectic factorizations, and quadratic-exponential functionals for Gaussian quantum states ⋮ On Some Optimal Stopping Problems with Constraint ⋮ Probabilistic approach to a cell growth model ⋮ The probabilistic point of view on the generalized fractional partial differential equations
This page was built for publication: The theory of stochastic processes. II: Translated from the Russian by S. Kotz