Limit theorems for α-recurrent semi-Markov processes

DOI10.2307/1426143MaRDI QIDQ4113206zbMATH OpenOpenAlexFDO

Authors Esa Nummelin

Publication date 1976

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1426143

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

Cited in

(9)

• On the concepts of \(\alpha\)-recurrence and \(\alpha\)-transience for Markov renewal processes
• Semi-Markov processes and \(\alpha\)-invariant distributions
• The age of a Markov process
• Quasi-stationary distributions for discrete-state models
• On some fields of research initiated by Academician I. N. Kovalenko
• scientific article; zbMATH DE number 3624579 (Why is no real title available?)
• Semimartingale representation of a class of semi-Markov dynamics
• A martingale representation for a European-style option under a semi-Markov-switching diffusion model
• Solidarity properties and a Doeblin decomposition for a class of non- Markovian stochastic processes

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