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

DOI10.1090/S0094-9000-2015-00931-5zbMath1322.60162OpenAlexW2060537690MaRDI QIDQ2944748

B. P. Kharlamov

Publication date: 8 September 2015

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2015-00931-5

zbMATH Keywords

Laplace transformreflectionfirst exit timetransition functioncontinuous semi-Markov processesdelayingdiffusion Markov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Markov renewal processes, semi-Markov processes (60K15) Transition functions, generators and resolvents (60J35)

Cites Work

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• On motion of Brownian particles along a delaying screen
• Diffusion processes with delay at the endpoints of a segment
• On Markov diffusion processes with delayed reflection from boundaries of a segment
• Stochastic Model of Gas Capillary Chromatography
• Continuous Semi‐Markov Processes

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