Continuous Semi-Markov Processes

This title considers the special of random processes known assemi-Markov processes. These possess the Markov property withrespect to any intrinsic Markov time such as the first exit timefrom an open set or a finite iteration of these times.
The class of semi-Markov processes includes strong Markovprocesses, Lévy and Smith stepped semi-Markov processes, andsome other subclasses. Extensive coverage is devoted tonon-Markovian semi-Markov processes with continuous trajectoriesand, in particular, to semi-Markov diffusion processes. Readerslooking to enrich their knowledge on Markov processes will findthis book a valuable resource.