scientific article; zbMATH DE number 1061187
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Publication:4354372
zbMath0892.60089MaRDI QIDQ4354372
Publication date: 15 September 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
renewal processmartingale problemssemi-Markov random evolutionsstochastic systems in random mediatheory of random evolutions
Continuous-time Markov processes on general state spaces (60J25) Markov renewal processes, semi-Markov processes (60K15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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The birth of random evolutions ⋮ Transport processes with random jump rate ⋮ From semi-Markov random evolutions to scattering transport and superdiffusion ⋮ Diffusion approximations of the geometric Markov renewal processes and option price formulas ⋮ The Geometric Markov Renewal Processes with Application to Finance
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