Geodesic
On the integral of diffusion process on an interval with unattainable edges boundaries: semi-Markov approach
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 27, Tome 474 (2018), pp. 233-240 Cet article a éte moissonné depuis la source Math-Net.Ru

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A one-dimension semi-Markov process of diffusion type is considered. A range of values of this process is an open finite interval. It is supposed to have unattainable edges. An integral of this process as a function of time is studied. The invariance principle for this integral is proved. 
@article{ZNSL_2018_474_a17,
     author = {B. P. Harlamov},
     title = {On the integral of diffusion process on an interval with unattainable edges boundaries: {semi-Markov} approach},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {233--240},
     year = {2018},
     volume = {474},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2018_474_a17/}
}
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B. P. Harlamov. On the integral of diffusion process on an interval with unattainable edges boundaries: semi-Markov approach. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 27, Tome 474 (2018), pp. 233-240. http://geodesic.mathdoc.fr/item/ZNSL_2018_474_a17/

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[3] B. P. Kharlamov, “O nedostizhimoi granitse intervala znachenii diffuzionnogo protsessa: polumarkovskii podkhod”, Zap. nauchn. semin. POMI, 466, 2017, 313–330