Distributions associated with markov processes with killing

DOI10.1080/15326349608807390MaRDI QIDQ4895646zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Diffusion processes (60J60)

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