Final distribution of a diffusion process: semi-Markov approach

DOI10.1137/S0040585X97T987764MaRDI QIDQ2821765zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1817636 (Why is no real title available?)
• scientific article; zbMATH DE number 3578127 (Why is no real title available?)
• scientific article; zbMATH DE number 3215020 (Why is no real title available?)
• Continuous Semi‐Markov Processes
• Stochastic model of gas capillary chromatography

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
• scientific article; zbMATH DE number 5227618 (Why is no real title available?)
• 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

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