The renewal problem for degenerate diffusion processes (increasing coefficients)

DOI10.1070/RM1984V039N04ABEH004071MaRDI QIDQ5186500zbMATH OpenFDO

Authors O. G. Purtukhiya

Publication date 1984

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/RM1984V039N04ABEH004071

zbMATH Keywords

coincidence of sigma-algebrasdegenerate diffusion

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes and prediction (62M20)

Cited in

(2)

• A generalized defective renewal equation for the surplus process perturbed by diffusion.
• Decay solution for the renewal equation with diffusion

This page was built for publication: The renewal problem for degenerate diffusion processes (increasing coefficients)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5186500)