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A time change relating continuous semi-markov and markov processes

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Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1299))

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References

  1. Gihman, I. I., Skorohod, A. V., Theory of Stochastic Processes, Vol.2. Moscow, Nauka, 1976. (Russian)

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  2. Shirjaev, A. N., Statistical Sequential Analysis. Moscow. Nauka, 1976. (Russian)

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  3. Harlamov, B. P., Representation of a semi-Markov process as a time changed Markov process, Teor. Verojatnost. i Primen., 28, N4, 653–667 (1983). (Russian)

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  4. Harlamov, B. P., Additive functionals and time change which preserves the semi-Markov property of a process, Zap. Nauchn. Sem Leningrad. Otdel. Mat. Inst. Steklov (LOMI), 97, 203–216 (1980). (Russian)

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  5. Harlamov, B. P., Conditional distribution of time move given a sequence of states in semi-Markov processes, Zap. Nauchn. Sem. LOMI, 142, 167–173 (1985) (Russian)

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  6. Harlamov, B. P., Continuous semi-Markov processes and an extremal property of Markov processes, In: Proceedings of the Seventh Conference on Probability Theory, Brasov, Romania (1982), Ed. Ac. 1984, 423–430.

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Authors and Affiliations

  1. Leningrad Branch of Steklov institute of Mathematics, Leningrad, USSR

    B. P. Harlamov

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  1. B. P. Harlamov
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Shinzo Watanabe Jurii Vasilievich Prokhorov

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© 1988 Springer-Verlag

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Harlamov, B.P. (1988). A time change relating continuous semi-markov and markov processes. In: Watanabe, S., Prokhorov, J.V. (eds) Probability Theory and Mathematical Statistics. Lecture Notes in Mathematics, vol 1299. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0078467

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  • DOI: https://doi.org/10.1007/BFb0078467

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-18814-8

  • Online ISBN: 978-3-540-48187-4

  • eBook Packages: Springer Book Archive

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