Distributions associated with markov processes with killing

DOI10.1080/15326349608807390zbMath0858.60070OpenAlexW1974407047MaRDI QIDQ4895646

Halina Frydman, Simeon M. Berman

Publication date: 14 October 1996

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349608807390

zbMATH Keywords

diffusionMarkov chainFeynman-Kac formulainfinitesimal generatormarkerskilling-rate functionkilling-state distributionkilling-time distribution

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (2)

Conditioning diffusion processes with killing rates ⋮ A note on birth-death processes with catastrophes

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