Semi-Markov approach to the problem of delayed reflection of diffusion Markov processes

DOI10.1090/S0094-9000-2015-00931-5MaRDI QIDQ2944748zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Laplace transformfirst exit timereflectiontransition functioncontinuous semi-Markov processesdelayingdiffusion Markov processes

Mathematics Subject Classification ID

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)

Recommendations

• Preservation of the Markov property under delayed reflection
• On Markov diffusion processes with delayed reflection from boundaries of a segment
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• scientific article; zbMATH DE number 1160857

Cites work

• scientific article; zbMATH DE number 3383329 (Why is no real title available?)
• scientific article; zbMATH DE number 3018766 (Why is no real title available?)
• Continuous Semi‐Markov Processes
• Diffusion processes with delay at the endpoints of a segment
• On Markov diffusion processes with delayed reflection from boundaries of a segment
• On motion of Brownian particles along a delaying screen
• Stochastic model of gas capillary chromatography

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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