Distributions of functionals of switching diffusions

DOI10.1007/S10958-018-3703-6zbMath1386.60270OpenAlexW2792470816MaRDI QIDQ1746400

A. N. Borodin

Publication date: 25 April 2018

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-018-3703-6

zbMATH Keywords

switchingdiffusion coefficientsPoisson time

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items (4)

Distributions of functionals of diffusions with nonstandard switching ⋮ Joint distributions of functionals of the telegraph process and switching diffusions ⋮ Distribution of functionals of a Brownian motion with nonstandard switching ⋮ Limit behavior of a compound Poisson process with switching between multiple values

Cites Work

• On Distributions of Certain Wiener Functionals
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