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Semimartingale representation of a class of semi-Markov dynamics - MaRDI portal

Semimartingale representation of a class of semi-Markov dynamics (Q6204790)

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scientific article; zbMATH DE number 7826600
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Semimartingale representation of a class of semi-Markov dynamics
scientific article; zbMATH DE number 7826600

    Statements

    title
    Semimartingale representation of a class of semi-Markov dynamics (English)
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    author
    Anindya Goswami
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    Subhamay Saha
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    publication date
    2 April 2024
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    zbMATH Keywords
    Poisson random measure
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    non-homogeneous semi-Markov processes
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    semi-Markov system
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    Identifiers

    arXiv ID
    2207.06132
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    Mathematics Subject Classification ID
    60K15
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    60J10
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    60K20
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    91B30
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    91G20
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    zbMATH DE Number
    7826600
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    OpenAlex ID
    W4372358147
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