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Additive functionals of semi-Markov processes with absorption
A. P. Cherenkov
Abstract:
Given a semi-Markov process with an arbitrary set of states, a criterion is obtained for the attainability of a certain isolated subset of states and for finiteness of the average attainment time. An equation is given for the average of an additive functional of a process with absorption, existence and uniqueness conditions are deduced for the solution of that equation in a given class of functions, and an integral representation is obtained for the solution.
Received: 18.12.1973
Citation:
A. P. Cherenkov, “Additive functionals of semi-Markov processes with absorption”, Mat. Zametki, 17:2 (1975), 329–339; Math. Notes, 17:2 (1975), 189–194
Linking options:
https://www.mathnet.ru/eng/mzm7549 https://www.mathnet.ru/eng/mzm/v17/i2/p329
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