Continuous Semi-Markov Processes

This title considers the special of random processes known as semi-Markov processes. These possess the Markov property with respect to any intrinsic Markov time such as the first exit time from an open set or a finite iteration of these times.
The class of semi-Markov processes includes strong Markov processes, Lévy and Smith stepped semi-Markov processes, and some other subclasses. Extensive coverage is devoted to non-Markovian semi-Markov processes with continuous trajectories and, in particular, to semi-Markov diffusion processes. Readers looking to enrich their knowledge on Markov processes will find this book a valuable resource.

Keywords: known; special; title; random; semimarkov; processes; property; time; markov; first; intrinsic; respect; exit; class; semimarkov processes; continuous; extensive; trajectories; coverage; nonmarkovian semimarkov processes, Applied Probability & Statistics, Chromatography / Separation Techniques, Applied Probability & Statistics, Chromatography / Separation Techniques