Discrete-Time Semi-Markov Random Evolutions and Their Applications

DOI10.1007/978-3-031-33429-0OpenAlexW4385198180MaRDI QIDQ6093540FDOQ6093540

Authors: N. Limnios, Anatoliy Swishchuk 

Publication date: 9 October 2023

Published in: Probability and Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-33429-0

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Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Epidemiology (92D30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Markov renewal processes, semi-Markov processes (60K15) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cited In (3)

• On discrete-time semi-Markov processes
• A unified approach for hitting time of jump Markov type processes
• A Review of Some Recent Work on Discontinuous Markoff Processes with Applications to Biology, Physics and Actuarial Science

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