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

DOI10.1007/S10958-020-04663-XzbMath1459.60160OpenAlexW2999543463MaRDI QIDQ2199140

B. P. Kharlamov

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

zbMATH Keywords

Dirichlet problemhomogeneous semi-Markov processes

Mathematics Subject Classification ID

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

Cites Work

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• Non-life insurance mathematics. An introduction with stochastic processes.
• Singular stochastic differential equations.
• ON THE PAPER "MARKOV RANDOM FIELDS AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS"
• Continuous Semi‐Markov Processes

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