scientific article; zbMATH DE number 711981
From MaRDI portal
Publication:4320114
zbMath0813.60083MaRDI QIDQ4320114
Anatoliy Swishchuk, Vladimir S. Korolyuk
Publication date: 15 January 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Markov renewal processes, semi-Markov processes (60K15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (19)
Estimations of parameters in a three state reliability semi-Markov model ⋮ Switching processes: Averaging principle, diffusion approximation and applications ⋮ Asymptotic relation for the transition density of the three-dimensional Markov random flight on small time intervals ⋮ Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering ⋮ Monounireducible nonhomogeneous continuous time semi-Markov processes applied to rating migration models ⋮ Semi-Markov models and motion in heterogeneous media ⋮ Stochastic and statistical stability of the classical Lorenz flow under perturbations modeling anthropogenic type forcing ⋮ From semi-Markov random evolutions to scattering transport and superdiffusion ⋮ Flows of rare events for regularly perturbed semi-Markov processes ⋮ Random evolutions are driven by the hyperparabolic operators ⋮ Stochastic approximation procedure in semi-Markov environment applied to alcohol consumption model ⋮ A four-dimensional random motion at finite speed ⋮ The equation of symmetric Markovian random evolution in a plane ⋮ Procedure of stochastic approximation for the diffusion process with semi-Markov switchings ⋮ Semi-Markov reliability models with recurrence times and credit rating applications ⋮ Averaging methods for transient regimes in overloading retrial queueing systems. ⋮ Limiting distribution of random motion in a n-dimensional parallelepiped ⋮ One-dimensional semi-Markov evolutions with general Erlang sojourn times ⋮ A Semi-Markovian Modeling of Limit Order Markets
This page was built for publication:
