Geodesic
On Markov diffusion processes with delayed reflection from interval's boundary
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 15, Tome 368 (2009), pp. 243-267 Cet article a éte moissonné depuis la source Math-Net.Ru

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A continuous semi-Markov process taking values in a closed interval is considered. This process coincides with a Markov diffusion process inside the interval. Thus violation of the Markov property is possible only at extreme points of the interval. A sufficient condition for a semi-Markov process to be Markov is proved. It is proved that besides of Markov processes with instantaneous reflection from boundaries of the interval there exists a class of Markov processes with delayed reflection from them. Such a process has a positive average measure of time for its trajectory to be on the boundaries. Thus the other proof of the similar result of Gihman and Skorokhod (1968) is obtained. Bibl. – 5 titles. 
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     title = {On {Markov} diffusion processes with delayed reflection from interval's boundary},
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B. P. Harlamov. On Markov diffusion processes with delayed reflection from interval's boundary. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 15, Tome 368 (2009), pp. 243-267. http://geodesic.mathdoc.fr/item/ZNSL_2009_368_a17/

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