Discrete-Time Semi-Markov Random Evolutions and Their Applications

DOI10.1007/978-3-031-33429-0OpenAlexW4385198180MaRDI QIDQ6093540

Nikolaos Limnios, Anatoliy Swishchuk

Publication date: 9 October 2023

Published in: Probability and Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-33429-0

Mathematics Subject Classification ID

Epidemiology (92D30) Stopping times; optimal stopping problems; gambling theory (60G40) Markov renewal processes, semi-Markov processes (60K15) Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (3)

On discrete-time semi-Markov processes ⋮ A unified approach for hitting time of jump Markov type processes ⋮ A Review of Some Recent Work on Discontinuous Markoff Processes with Applications to Biology, Physics and Actuarial Science

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