Distributions of functionals of switching diffusions

DOI10.1007/s10958-018-3703-6zbMath1386.60270OpenAlexW2792470816MaRDI QIDQ1746400

A. N. Borodin

Publication date: 25 April 2018

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

Full work available at URL: https://doi.org/10.1007/s10958-018-3703-6

zbMATH Keywords

switchingdiffusion coefficientsPoisson time

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items

Distributions of functionals of diffusions with nonstandard switching, Joint distributions of functionals of the telegraph process and switching diffusions, Distribution of functionals of a Brownian motion with nonstandard switching, Limit behavior of a compound Poisson process with switching between multiple values

Cites Work

• On Distributions of Certain Wiener Functionals
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