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Continuous semi-Markov processes [[electronic resource] /] / Boris Harlamov
| Continuous semi-Markov processes [[electronic resource] /] / Boris Harlamov |
| Autore | Harlamov Boris |
| Pubbl/distr/stampa | London, : ISTE |
| Descrizione fisica | 1 online resource (377 p.) |
| Disciplina |
519.2/33
519.233 |
| Collana | ISTE |
| Soggetto topico |
Markov processes
Renewal theory |
| ISBN |
1-282-16484-8
9786612164842 0-470-61092-1 0-470-39351-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Continuous Semi-Markov Processes; Contents; Introduction; Chapter 1. Stepped Semi-Markov Processes; 1.1. Random sequence; 1.2. Markov chain; 1.3. Two-dimensional Markov chain; 1.4. Semi-Markov process; 1.5. Stationary distributions; Chapter 2. Sequences of First Exit Times and Regeneration Times; 2.1. Basic maps; 2.2. Markov times; 2.3. Deducing sequences; 2.4. Correct exit and continuity; 2.5. Time of regeneration; Chapter 3. General Semi-Markov Processes; 3.1. Definition of a semi-Markov process; 3.2. Transition function of a SM process; 3.3. Operators and SM walk
3.4. Operators and SM process3.5. Criterion of Markov property for SM processes; 3.6. Intervals of constancy; Chapter 4. Construction of Semi-Markov Processes using Semi-Markov Transition Functions; 4.1. Realization of an in nite system of pairs; 4.2. Extension of a measure; 4.3. Construction of a measure; 4.4. Construction of a projective system of measures; 4.5. Semi-Markov processes; Chapter 5. Semi-Markov Processes of Diffusion Type; 5.1. One-dimensional semi-Markov processes of diffusion type; 5.1.1. Differential equation; 5.1.2. Construction SM process 5.1.3. Some properties of the process5.2. Multi-dimensional processes of diffusion type; 5.2.1. Differential equations of elliptic type; 5.2.2. Neighborhood of arbitrary form; 5.2.3. Neighborhood of spherical form; 5.2.4. Characteristic operator; Chapter 6. Time Change and Semi-Markov Processes; 6.1. Time change and trajectories; 6.2. Intrinsic time and traces; 6.3. Canonical time change; 6.4. Coordination of function and time change; 6.5. Random time changes; 6.6. Additive functionals; 6.7. Distribution of a time run along the trace; 6.8. Random curvilinear integrals 6.9. Characteristic operator and integral6.10. Stochastic integral; 6.10.1. Semi-martingale and martingale; 6.10.2. Stochastic integral; 6.10.3. Ito-Dynkin's formula; Chapter 7. Limit Theorems for Semi-Markov Processes; 7.1. Weak compactness and weak convergence; 7.2. Weak convergence of semi-Markov processes; Chapter 8. Representation of a Semi-Markov Process as a Transformed Markov Process; 8.1. Construction by operator; 8.2. Comparison of processes; 8.3. Construction by parameters of Lévy formula; 8.4. Stationary distribution; Chapter 9. Semi-Markov Model of Chromatography 9.1. Chromatography9.2. Model of liquid column chromatography; 9.3. Some monotone Semi-Markov processes; 9.4. Transfer with diffusion; 9.5. Transfer with final absorption; Bibliography; Index |
| Record Nr. | UNINA-9910139467503321 |
Harlamov Boris
|
||
| London, : ISTE | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Continuous semi-Markov processes [[electronic resource] /] / Boris Harlamov
| Continuous semi-Markov processes [[electronic resource] /] / Boris Harlamov |
| Autore | Harlamov Boris |
| Pubbl/distr/stampa | London, : ISTE |
| Descrizione fisica | 1 online resource (377 p.) |
| Disciplina |
519.2/33
519.233 |
| Collana | ISTE |
| Soggetto topico |
Markov processes
Renewal theory |
| ISBN |
1-282-16484-8
9786612164842 0-470-61092-1 0-470-39351-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Continuous Semi-Markov Processes; Contents; Introduction; Chapter 1. Stepped Semi-Markov Processes; 1.1. Random sequence; 1.2. Markov chain; 1.3. Two-dimensional Markov chain; 1.4. Semi-Markov process; 1.5. Stationary distributions; Chapter 2. Sequences of First Exit Times and Regeneration Times; 2.1. Basic maps; 2.2. Markov times; 2.3. Deducing sequences; 2.4. Correct exit and continuity; 2.5. Time of regeneration; Chapter 3. General Semi-Markov Processes; 3.1. Definition of a semi-Markov process; 3.2. Transition function of a SM process; 3.3. Operators and SM walk
3.4. Operators and SM process3.5. Criterion of Markov property for SM processes; 3.6. Intervals of constancy; Chapter 4. Construction of Semi-Markov Processes using Semi-Markov Transition Functions; 4.1. Realization of an in nite system of pairs; 4.2. Extension of a measure; 4.3. Construction of a measure; 4.4. Construction of a projective system of measures; 4.5. Semi-Markov processes; Chapter 5. Semi-Markov Processes of Diffusion Type; 5.1. One-dimensional semi-Markov processes of diffusion type; 5.1.1. Differential equation; 5.1.2. Construction SM process 5.1.3. Some properties of the process5.2. Multi-dimensional processes of diffusion type; 5.2.1. Differential equations of elliptic type; 5.2.2. Neighborhood of arbitrary form; 5.2.3. Neighborhood of spherical form; 5.2.4. Characteristic operator; Chapter 6. Time Change and Semi-Markov Processes; 6.1. Time change and trajectories; 6.2. Intrinsic time and traces; 6.3. Canonical time change; 6.4. Coordination of function and time change; 6.5. Random time changes; 6.6. Additive functionals; 6.7. Distribution of a time run along the trace; 6.8. Random curvilinear integrals 6.9. Characteristic operator and integral6.10. Stochastic integral; 6.10.1. Semi-martingale and martingale; 6.10.2. Stochastic integral; 6.10.3. Ito-Dynkin's formula; Chapter 7. Limit Theorems for Semi-Markov Processes; 7.1. Weak compactness and weak convergence; 7.2. Weak convergence of semi-Markov processes; Chapter 8. Representation of a Semi-Markov Process as a Transformed Markov Process; 8.1. Construction by operator; 8.2. Comparison of processes; 8.3. Construction by parameters of Lévy formula; 8.4. Stationary distribution; Chapter 9. Semi-Markov Model of Chromatography 9.1. Chromatography9.2. Model of liquid column chromatography; 9.3. Some monotone Semi-Markov processes; 9.4. Transfer with diffusion; 9.5. Transfer with final absorption; Bibliography; Index |
| Record Nr. | UNINA-9910830700903321 |
|
Harlamov Boris
|
||
| London, : ISTE | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Continuous semi-Markov processes [[electronic resource] /] / Boris Harlamov
| Continuous semi-Markov processes [[electronic resource] /] / Boris Harlamov |
| Autore | Harlamov Boris |
| Pubbl/distr/stampa | London, : ISTE |
| Descrizione fisica | 1 online resource (377 p.) |
| Disciplina |
519.2/33
519.233 |
| Collana | ISTE |
| Soggetto topico |
Markov processes
Renewal theory |
| ISBN |
1-282-16484-8
9786612164842 0-470-61092-1 0-470-39351-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Continuous Semi-Markov Processes; Contents; Introduction; Chapter 1. Stepped Semi-Markov Processes; 1.1. Random sequence; 1.2. Markov chain; 1.3. Two-dimensional Markov chain; 1.4. Semi-Markov process; 1.5. Stationary distributions; Chapter 2. Sequences of First Exit Times and Regeneration Times; 2.1. Basic maps; 2.2. Markov times; 2.3. Deducing sequences; 2.4. Correct exit and continuity; 2.5. Time of regeneration; Chapter 3. General Semi-Markov Processes; 3.1. Definition of a semi-Markov process; 3.2. Transition function of a SM process; 3.3. Operators and SM walk
3.4. Operators and SM process3.5. Criterion of Markov property for SM processes; 3.6. Intervals of constancy; Chapter 4. Construction of Semi-Markov Processes using Semi-Markov Transition Functions; 4.1. Realization of an in nite system of pairs; 4.2. Extension of a measure; 4.3. Construction of a measure; 4.4. Construction of a projective system of measures; 4.5. Semi-Markov processes; Chapter 5. Semi-Markov Processes of Diffusion Type; 5.1. One-dimensional semi-Markov processes of diffusion type; 5.1.1. Differential equation; 5.1.2. Construction SM process 5.1.3. Some properties of the process5.2. Multi-dimensional processes of diffusion type; 5.2.1. Differential equations of elliptic type; 5.2.2. Neighborhood of arbitrary form; 5.2.3. Neighborhood of spherical form; 5.2.4. Characteristic operator; Chapter 6. Time Change and Semi-Markov Processes; 6.1. Time change and trajectories; 6.2. Intrinsic time and traces; 6.3. Canonical time change; 6.4. Coordination of function and time change; 6.5. Random time changes; 6.6. Additive functionals; 6.7. Distribution of a time run along the trace; 6.8. Random curvilinear integrals 6.9. Characteristic operator and integral6.10. Stochastic integral; 6.10.1. Semi-martingale and martingale; 6.10.2. Stochastic integral; 6.10.3. Ito-Dynkin's formula; Chapter 7. Limit Theorems for Semi-Markov Processes; 7.1. Weak compactness and weak convergence; 7.2. Weak convergence of semi-Markov processes; Chapter 8. Representation of a Semi-Markov Process as a Transformed Markov Process; 8.1. Construction by operator; 8.2. Comparison of processes; 8.3. Construction by parameters of Lévy formula; 8.4. Stationary distribution; Chapter 9. Semi-Markov Model of Chromatography 9.1. Chromatography9.2. Model of liquid column chromatography; 9.3. Some monotone Semi-Markov processes; 9.4. Transfer with diffusion; 9.5. Transfer with final absorption; Bibliography; Index |
| Record Nr. | UNINA-9910840829503321 |
|
Harlamov Boris
|
||
| London, : ISTE | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic risk analysis and management / / Boris Harlamov
| Stochastic risk analysis and management / / Boris Harlamov |
| Autore | Harlamov Boris |
| Pubbl/distr/stampa | London, England ; ; Hoboken, New Jersey : , : ISTE : , : Wiley, , 2017 |
| Descrizione fisica | 1 online resource (169 pages) : illustrations, graphs |
| Disciplina | 332.015195 |
| Collana | Stochastic Models in Survival Analysis and Reliability Set |
| Soggetto topico |
Risk management - Mathematical models
Stochastic analysis |
| ISBN |
9781119388883
1-119-38888-0 1-119-38886-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Mathematical Bases -- Chapter 2. Cramér-Lundberg Model -- Chapter 3. Models With the Premium Dependent on the Capital -- Chapter 4. Heavy Tails -- Chapter 5. Some Problems of Control. |
| Record Nr. | UNINA-9910165056003321 |
|
Harlamov Boris
|
||
| London, England ; ; Hoboken, New Jersey : , : ISTE : , : Wiley, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic risk analysis and management / / Boris Harlamov
| Stochastic risk analysis and management / / Boris Harlamov |
| Autore | Harlamov Boris |
| Pubbl/distr/stampa | London, England ; ; Hoboken, New Jersey : , : ISTE : , : Wiley, , 2017 |
| Descrizione fisica | 1 online resource (169 pages) : illustrations, graphs |
| Disciplina | 332.015195 |
| Collana | Stochastic Models in Survival Analysis and Reliability Set |
| Soggetto topico |
Risk management - Mathematical models
Stochastic analysis |
| ISBN |
1-119-38888-0
1-119-38886-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Mathematical Bases -- Chapter 2. Cramér-Lundberg Model -- Chapter 3. Models With the Premium Dependent on the Capital -- Chapter 4. Heavy Tails -- Chapter 5. Some Problems of Control. |
| Record Nr. | UNINA-9910824192903321 |
|
Harlamov Boris
|
||
| London, England ; ; Hoboken, New Jersey : , : ISTE : , : Wiley, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||