Distributions associated with markov processes with killing

DOI10.1080/15326349608807390zbMATH Open0858.60070OpenAlexW1974407047MaRDI QIDQ4895646FDOQ4895646

Authors: Simeon M. Berman, Halina Frydman 

Publication date: 14 October 1996

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349608807390

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zbMATH Keywords

Markov chaindiffusionFeynman-Kac formulainfinitesimal generatormarkerskilling-rate functionkilling-state distributionkilling-time distribution

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cited In (6)

• Title not available (Why is that?)
• A note on birth-death processes with catastrophes
• Extreme diffusion with point-sink killing fields: application to fast calcium signaling at synapses
• Likelihood ratio processes for Markovian particle systems with killing and jumps
• Conditioning diffusion processes with killing rates
• A Class of Diffusion Processes with Killing Arising in Population Genetics

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