Semi-Markov approach to the problem of delayed reflection of diffusion Markov processes
DOI10.1090/S0094-9000-2015-00931-5zbMATH Open1322.60162OpenAlexW2060537690MaRDI QIDQ2944748FDOQ2944748
Authors: B. P. Harlamov 
Publication date: 8 September 2015
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0094-9000-2015-00931-5
Recommendations
- Preservation of the Markov property under delayed reflection
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- scientific article; zbMATH DE number 1160857
Laplace transformfirst exit timereflectiontransition functioncontinuous semi-Markov processesdelayingdiffusion Markov processes
Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Markov renewal processes, semi-Markov processes (60K15) Transition functions, generators and resolvents (60J35)
Cites Work
- Title not available (Why is that?)
- Continuous Semi‐Markov Processes
- Title not available (Why is that?)
- On motion of Brownian particles along a delaying screen
- Stochastic model of gas capillary chromatography
- Diffusion processes with delay at the endpoints of a segment
- On Markov diffusion processes with delayed reflection from boundaries of a segment
Cited In (6)
- On Markov diffusion processes with delayed reflection from boundaries of a segment
- On delay and asymmetry points of one-dimensional diffusion processes
- Markov processes with spatial delay: path space characterization, occupation time and properties
- One dimensional diffusion model with partial reflection and delay at a fixed point.
- Preservation of the Markov property under delayed reflection
- On motion of Brownian particles along a delaying screen
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