On occupation time functionals for diffusion processes and birth-and-death processes on graphs (Q1872444)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On occupation time functionals for diffusion processes and birth-and-death processes on graphs |
scientific article |
Statements
On occupation time functionals for diffusion processes and birth-and-death processes on graphs (English)
0 references
6 May 2003
0 references
The author makes use of Krein's theory to get results for diffusion processes on graphs. It is shown that, if the process is of interest only during the time it spends on a certain part of the graph, then the graph can be replaced by a simpler one. Some explicitly calculated examples illustrating an application of the results are presented.
0 references
diffusion process on a graph
0 references
occupation time functionals
0 references
0 references
