On unattainable boundary of a diffusion process range: semi-Markov approach

DOI10.1007/S10958-020-04663-XzbMATH Open1459.60160OpenAlexW2999543463MaRDI QIDQ2199140FDOQ2199140

Authors: B. P. Harlamov 

Publication date: 16 September 2020

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

Full work available at URL: https://doi.org/10.1007/s10958-020-04663-x

Recommendations

• On a sufficient condition for a diffusion process will never reach boundaries of some interval
• On the integral of diffusion process on interval with unattainable edges boundaries: semi-Markov approach
• Time distribution from zero up to beginning: of the final stop of semi-Markov diffusion process on interval with unattainable boundaries
• On some boundary property of Dirichlet operator family for the second order ordinary differential equation
• Final distribution of a diffusion process: semi-Markov approach

zbMATH Keywords

Dirichlet problemhomogeneous semi-Markov processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Markov renewal processes, semi-Markov processes (60K15)

Cites Work

• Title not available (Why is that?)
• Singular stochastic differential equations.
• Title not available (Why is that?)
• Continuous Semi‐Markov Processes
• Non-life insurance mathematics. An introduction with stochastic processes.
• ON THE PAPER "MARKOV RANDOM FIELDS AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS"

Cited In (6)

• Time distribution from zero up to beginning: of the final stop of semi-Markov diffusion process on interval with unattainable boundaries
• On some boundary property of Dirichlet operator family for the second order ordinary differential equation
• Final distribution of a diffusion process: semi-Markov approach
• On the Limit Distribution Function of the Value of a Diffusion Semi-Markov Process on Interval with Unattainable Boundaries
• On a sufficient condition for a diffusion process will never reach boundaries of some interval
• On the integral of diffusion process on interval with unattainable edges boundaries: semi-Markov approach

This page was built for publication: On unattainable boundary of a diffusion process range: semi-Markov approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2199140)