Applied Semi-Markov Processes

DOI10.1007/0-387-29548-8zbMath1096.60002OpenAlexW628582992MaRDI QIDQ5714276

Publication date: 29 December 2005

Full work available at URL: https://doi.org/10.1007/0-387-29548-8

numerical methods Markov random walks financial applications reward processes semi-Markov random walks Markov-renewal theory

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Financial applications of other theories (91G80) 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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