Distribution of a functional of continuous Markov processes

DOI10.1007/BF01074838MaRDI QIDQ3802346zbMATH OpenFDO

Authors A. A. Malyutin

Publication date 1987

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01074838

zbMATH Keywords

Bessel processesfunctional of continuous Markov processesUhlenbeck processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

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Cites work

• Deviations from monotonicity of a Wiener process with drift
• scientific article; zbMATH DE number 3246758 (Why is no real title available?)
• Multiple channel queues in heavy traffic. I
• The First Passage Problem for a Continuous Markov Process

Cited in

(6)

• Probability distribution of the stochastic convolution functional of a normal Markov process
• On differentiability of the expectations of functionals of a markov process
• Averaging problems of running processes associated with Brownian motion and applications
• Distributional properties of continuous time processes: from CIR to bates
• Drawdowns of diffusions
• Explicit formulas for Fourier transforms of distributions of some Markov processes

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