Final distribution of a diffusion process with final stop

DOI10.1007/S10958-016-2799-9zbMATH Open1341.60098OpenAlexW2298949749MaRDI QIDQ292335FDOQ292335

Authors: B. P. Harlamov 

Publication date: 8 June 2016

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

Full work available at URL: https://doi.org/10.1007/s10958-016-2799-9

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zbMATH Keywords

diffusion processfinal distributionfinal stop

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites Work

• Title not available (Why is that?)
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• Continuous Semi‐Markov Processes
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Cited In (3)

• Characteristic operator of a diffusion process
• 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: semi-Markov approach

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