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A journey in the world of stochastic processes - MaRDI portal

A journey in the world of stochastic processes

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DOI10.1007/978-3-030-02825-1_2zbMath1423.60134OpenAlexW2797241930MaRDI QIDQ2329105

Dmitrii S. Silvestrov

Publication date: 17 October 2019

Full work available at URL: https://doi.org/10.1007/978-3-030-02825-1_2

zbMATH Keywords

limit theorem quasi-stationary distribution coupling American-type option Markov-type process perturbed renewal equation perturbed semi-Markov process random stopping

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Renewal theory (60K05)

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