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Additive functionals of semi-Markov processes with absorption

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Publication:1239546
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DOI10.1007/BF01161879zbMath0361.60078MaRDI QIDQ1239546

A. P. Cherenkov

Publication date: 1975

Published in: Mathematical Notes (Search for Journal in Brave)



Mathematics Subject Classification ID

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




Cites Work

  • Existence theorems for a semi-Markov process with an arbitrary set of states
  • Distribution of time above a threshold for semi-Markov jump processes
  • Limit Theorems for Markov Renewal Processes
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