Gaussian-Markov Processes and a Boundary Value Problem

DOI10.2307/1994410MaRDI QIDQ5533900zbMATH OpenOpenAlexFDO

Authors John A. Beekman

Publication date 1967

Full work available at URL https://doi.org/10.2307/1994410

zbMATH Keywords

probability theory

Cites work

• scientific article; zbMATH DE number 3213016 (Why is no real title available?)
• scientific article; zbMATH DE number 3223248 (Why is no real title available?)
• scientific article; zbMATH DE number 3196646 (Why is no real title available?)
• scientific article; zbMATH DE number 3081880 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Additive functionals of a Markov process
• Expansions in terms of Parabolic Cylinder Functions
• Heuristic Approach to the Kolmogorov-Smirnov Theorems
• Markov operators and their associated semi-groups
• On Deviations between Theoretical and Empirical Distributions
• On Distributions of Certain Wiener Functionals
• On Spectra of Second-Order Differential Operators
• On a Class of Markov Processes
• On the First Passage Time Probability Problem
• Random Walk and the Theory of Brownian Motion
• Recurrence times for the Ehrenfest model
• The First Passage Problem for a Continuous Markov Process
• The generalized heat flow equation and a corresponding Poisson formula

Cited in

(3)

• Distribution of time above a threshold for semi-Markov jump processes
• Distribution of time above a threshold for Markov processes
• Stochastic differential equations for compounded risk reserves

This page was built for publication: Gaussian-Markov Processes and a Boundary Value Problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5533900)