Additive functionals of semi-Markov processes with absorption
Matematičeskie zametki, Tome 17 (1975) no. 2, pp. 329-339
Citer cet article
Voir la notice de l'article provenant de la source Math-Net.Ru
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.