Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation

DOI10.1016/J.SPL.2018.11.004MaRDI QIDQ1726890zbMATH OpenOpenAlexWikidataFDO

Authors Shanshan Liu, Guoxin Liu, Xiaoyu Xing

Publication date 20 February 2019

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2018.11.004

zbMATH Keywords

expected cumulative discounted valueItô formulameasure-valued Poisson equationsemi-additive functionalsemi-Markov process

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Markov renewal processes, semi-Markov processes (60K15)

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Cites work

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Cited in

(4)

• Poisson approximation of homogeneous additive stochastic functionals with semi-Markov switchings
• Piecewise deterministic Markov processes and additive functionals of semi-dynamic systems
• Semimartingale representation of a class of semi-Markov dynamics
• Additive functionals and a time change which preserves the semi-Markov property of the process

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