Speciality:
01.01.05 (Probability theory and mathematical statistics)
Birth date:
19.02.1937
Keywords: continuous semi-Markov processes,
first exit time,
Markov property,
time change,
curvelinear integral,
stochastic integral,
weak convergence of measures,
absolute continuity of measures.
Subject:
The problem of non-standard discription of random processes in a metric space with the help of the first exit times and positions from open sets. The problem of determination and discription of properties of semi-Markov processes of a general type. Connection of such a class with the Markov processes. The problem of representation of such a process in the form of a Markov process, transformed by a time change. Semi-Markov processes of a diffusion type. Absolute continuity of measures in the class of such processes.
