Final Distribution of a Diffusion Process: Semi-Markov Approach

DOI10.1137/S0040585X97T987764zbMath1375.60121OpenAlexW2519125303MaRDI QIDQ2821765

B. P. Kharlamov

Publication date: 23 September 2016

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t987764

zbMATH Keywords

Markov processfirst exit timeMarkov timecontinuous semi-Markov processconditional final distributionfinal point

Mathematics Subject Classification ID

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

Cites Work

• Stochastic Model of Gas Capillary Chromatography
• Continuous Semi‐Markov Processes
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