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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 3, Pages 535–548 (Mi tvp1093)  

This article is cited in 3 scientific papers (total in 3 papers)

A criterion of the Markov property for continuous semi-Markov processes

B. P. Harlamov

Leningrad
Full-text PDF (713 kB) Citations (3)
Abstract: We consider a continuous semi-Markov process on a metric space $X$ and investigate the operator
$$ A_\lambda(\varphi|x)=\lim_{r\to 0}\frac{1}{m_r(x)}\biggl(\int_{R_+\times X}e^{-\lambda t}\varphi(x_1)F_{\tau_r}(dt\times dx_1|x)-\varphi(x)\biggr), $$
where $m_r(x)=\int_0^\infty tF_{\tau_r}(dt\times X)$, $F_{\tau_r}(dt\times dx_1|x)$ is the distribution of the time and point of the first exit from the spherical neighbourhood of the initial point $x$, $r$ is the radius of this neighbourhood, $\lambda\geqslant 0$, and $\varphi$ is a measurable bounded function. Under some regularity conditions the semi-Markov process is a Markov process iff
$$ A_\lambda(\varphi|x)=A_0(\varphi|x)-\lambda b(x)\varphi(x),\qquad\text{where}\quad0\leqslant b(x)\leqslant 1. $$
Received: 10.02.1978
English version:
Theory of Probability and its Applications, 1980, Volume 25, Issue 3, Pages 526–539
DOI: https://doi.org/10.1137/1125064
Bibliographic databases:
Language: Russian
Citation: B. P. Harlamov, “A criterion of the Markov property for continuous semi-Markov processes”, Teor. Veroyatnost. i Primenen., 25:3 (1980), 535–548; Theory Probab. Appl., 25:3 (1980), 526–539
Citation in format AMSBIB
\Bibitem{Har80}
\by B.~P.~Harlamov
\paper A criterion of the Markov property for continuous semi-Markov processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 3
\pages 535--548
\mathnet{http://mi.mathnet.ru/tvp1093}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=582583}
\zmath{https://zbmath.org/?q=an:0436.60064}
\transl
\jour Theory Probab. Appl.
\yr 1980
\vol 25
\issue 3
\pages 526--539
\crossref{https://doi.org/10.1137/1125064}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980MB70100008}
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  • https://www.mathnet.ru/eng/tvp/v25/i3/p535
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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