The renewal problem for degenerate diffusion processes (increasing coefficients)

DOI10.1070/RM1984V039N04ABEH004071zbMath0561.60063MaRDI QIDQ5186500

O. G. Purtukhiya

Publication date: 1984

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

zbMATH Keywords

degenerate diffusioncoincidence of sigma-algebras

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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