Additive functionals of semi-Markov processes with absorption
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Publication:1239546
DOI10.1007/BF01161879zbMath0361.60078MaRDI QIDQ1239546
Publication date: 1975
Published in: Mathematical Notes (Search for Journal in Brave)
Stopping times; optimal stopping problems; gambling theory (60G40) Markov renewal processes, semi-Markov processes (60K15) Local time and additive functionals (60J55)
Related Items (3)
Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation ⋮ Asymptote of additive functionals of semi-Markov processes with arbitrary sets of states ⋮ Attainability property and ergodicity theorems for a semiprocess with an arbitrary set of states
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