On meeting and merging of stochastic flow of non-homogeneous Markov and semi-Markov dynamics

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Stochastic Models Pub Date : 2024-03-22 DOI:10.1080/15326349.2024.2328301

Anindya Goswami, Subhamay Saha, Ravishankar Kapildev Yadav

引用次数: 0

Abstract

We consider a general class of semi-Markov processes on countable state-space, with a differentiable kernel such that the embedded Markov chain may not be homogeneous. Using an SDE representation o...

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论非均相马尔可夫和半马尔可夫动力学随机流的相遇与合并

我们考虑了可数状态空间上的一类半马尔可夫过程，其内核是可变的，因此嵌入的马尔可夫链可能不是同质的。利用一种 SDE 表示法，我们可以...

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来源期刊

Stochastic Models 数学-统计学与概率论

CiteScore

1.30

自引率

14.30%

发文量

审稿时长

>12 weeks

期刊介绍： Stochastic Models publishes papers discussing the theory and applications of probability as they arise in the modeling of phenomena in the natural sciences, social sciences and technology. It presents novel contributions to mathematical theory, using structural, analytical, algorithmic or experimental approaches. In an interdisciplinary context, it discusses practical applications of stochastic models to diverse areas such as biology, computer science, telecommunications modeling, inventories and dams, reliability, storage, queueing theory, mathematical finance and operations research.