Distribution of a functional of continuous Markov processes

DOI10.1007/BF01074838zbMath0655.60060MaRDI QIDQ3802346

A. A. Malyutin

Publication date: 1987

Published in: Cybernetics (Search for Journal in Brave)

zbMATH Keywords

Bessel processesUhlenbeck processesfunctional of continuous Markov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Cites Work

• Deviations from monotonicity of a Wiener process with drift
• Multiple channel queues in heavy traffic. I
• The First Passage Problem for a Continuous Markov Process
• Unnamed Item

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