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 
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/
@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/}
}
TY  - JOUR
AU  - B. P. Harlamov
TI  - On the integral of diffusion process on an interval with unattainable edges boundaries: semi-Markov approach
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2018
SP  - 233
EP  - 240
VL  - 474
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2018_474_a17/
LA  - ru
ID  - ZNSL_2018_474_a17
ER  - 
%0 Journal Article
%A B. P. Harlamov
%T On the integral of diffusion process on an interval with unattainable edges boundaries: semi-Markov approach
%J Zapiski Nauchnykh Seminarov POMI
%D 2018
%P 233-240
%V 474
%U http://geodesic.mathdoc.fr/item/ZNSL_2018_474_a17/
%G ru
%F ZNSL_2018_474_a17

Voir la notice du chapitre de livre provenant de la source Math-Net.Ru

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.

[1] P. Billingsli, Skhodimost veroyatnostnykh mer, Nauka, M., 1977

[2] B. P. Kharlamov, Nepreryvnye polumarkovskie protsessy, Nauka, SPb., 2001

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