Final distribution of a diffusion process: semi-Markov approach

DOI10.1137/S0040585X97T987764zbMATH Open1375.60121OpenAlexW2519125303MaRDI QIDQ2821765FDOQ2821765

Authors: B. P. Harlamov 

Publication date: 23 September 2016

Published in: Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t987764

Recommendations

• Final distribution of a diffusion process with final stop
• Time distribution from zero up to beginning: of the final stop of semi-Markov diffusion process on interval with unattainable boundaries
• On unattainable boundary of a diffusion process range: semi-Markov approach
• On the integral of diffusion process on interval with unattainable edges boundaries: semi-Markov approach
• On a sufficient condition for a diffusion process will never reach boundaries of some interval

zbMATH Keywords

Markov processfirst exit timeMarkov timecontinuous semi-Markov processconditional final distributionfinal point

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Continuous Semi‐Markov Processes
• Stochastic model of gas capillary chromatography
• Title not available (Why is that?)

Cited In (5)

• Time distribution from zero up to beginning: of the final stop of semi-Markov diffusion process on interval with unattainable boundaries
• Final distribution of a diffusion process with final stop
• Title not available (Why is that?)
• On the Limit Distribution Function of the Value of a Diffusion Semi-Markov Process on Interval with Unattainable Boundaries
• On unattainable boundary of a diffusion process range: semi-Markov approach

This page was built for publication: Final distribution of a diffusion process: semi-Markov approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2821765)