Final distribution of a diffusion process with final stop

DOI10.1007/S10958-016-2799-9MaRDI QIDQ292335zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

diffusion processfinal distributionfinal stop

Mathematics Subject Classification ID

Diffusion processes (60J60)

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Cites work

• scientific article; zbMATH DE number 942202 (Why is no real title available?)
• scientific article; zbMATH DE number 3215020 (Why is no real title available?)
• scientific article; zbMATH DE number 3246758 (Why is no real title available?)
• Continuous Semi‐Markov Processes

Cited in

(4)

• 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
• Diffusions from infinity
• Final distribution of a diffusion process: semi-Markov approach

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