Preservation of the Markov property under delayed reflection

DOI10.1007/S10958-015-2306-8MaRDI QIDQ906774zbMATH OpenOpenAlexFDO

Authors B. P. Harlamov

Publication date 29 January 2016

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-015-2306-8

zbMATH Keywords

global Markov propertydelayed reflectionMarkov diffusion process

Mathematics Subject Classification ID

Diffusion processes (60J60) Markov renewal processes, semi-Markov processes (60K15)

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

• scientific article; zbMATH DE number 3272009 (Why is no real title available?)
• Continuous Semi‐Markov Processes
• Stochastic model of gas capillary chromatography

Cited in

(4)

• On Markov diffusion processes with delayed reflection from boundaries of a segment
• Semi-Markov approach to the problem of delayed reflection of diffusion Markov processes
• Markov processes with spatial delay: path space characterization, occupation time and properties
• On motion of Brownian particles along a delaying screen

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