On integral of a semi-Markov diffusion process

DOI10.1007/S10958-018-3718-ZMaRDI QIDQ1746418zbMATH OpenOpenAlexFDO

Authors B. P. Harlamov

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/s10958-018-3718-z

Mathematics Subject Classification ID

Ordinary differential equations (34-XX) Partial differential equations (35-XX)

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Cites work

• Continuous Semi‐Markov Processes
• scientific article; zbMATH DE number 3087105 (Why is no real title available?)
• Markov processes and problems in analysis

Cited in

(7)

• On semi-Markov processes and their Kolmogorov's integro-differential equations
• Investigation of fractional order differential equation for boundary functional of a semi-Markov random walk process with negative drift and positive jumps
• On the integral of diffusion process on interval with unattainable edges boundaries: semi-Markov approach
• scientific article; zbMATH DE number 4166248 (Why is no real title available?)
• On the action of a semi-Markov process on a system of differential equations
• Laplace Transforms for Integrals of Markov Processes
• Stochastic integral by a semi-Markov process of diffusion type

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