Национален семинар по стохастика

Поредната сбирка на Националния семинар по Стохастика ще се проведе на 28 юни 2017 г. (сряда) от 15:15 часа в зала 403 на ИМИ - БАН

с доклад на Бруно Тоалдо (Università degli Studi di Napoli Federico II, Napoli, Italy)

на тема:

On semi-Markov processes and their Kolmogorov's equations

Abstract: A process X(t), t > 0, is said to be a semi-Markov process in the sense of Gihman and Skorohod if the couple (X(t), y(t)), where y(t) is the sojourn time in the current position, is a strong (homogeneous) Markov process. We discuss the Kolmogorov's equations of such processes. An evolutionary form (integro-differential) for such equations is presented and related with the construction of semi-Markov processes as time-changed Markov processes. The time-fractional equation is an interesting particular case, obtained when the waiting times between the jumps are i.i.d. r.v.'s with Mittag-Leffler distribution.

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