On the limit distribution function for meanings of a diffusion semi-Markov process on interval with unattainable boundaries
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 31, Tome 505 (2021), pp. 312-323
Voir la notice de l'article provenant de la source Math-Net.Ru
A diffusion semi-Markov process on a finite interval with unattainable boundaries is considered. It is supposed that unattainable property is not be connected with process stop in the interval. A limit theorem for alternating renewal processes is applied for to derive the limit distribution function of the diffusion process.
@article{ZNSL_2021_505_a17,
author = {B. P. Harlamov},
title = {On the limit distribution function for meanings of a diffusion {semi-Markov} process on interval with unattainable boundaries},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {312--323},
publisher = {mathdoc},
volume = {505},
year = {2021},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a17/}
}
TY - JOUR AU - B. P. Harlamov TI - On the limit distribution function for meanings of a diffusion semi-Markov process on interval with unattainable boundaries JO - Zapiski Nauchnykh Seminarov POMI PY - 2021 SP - 312 EP - 323 VL - 505 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a17/ LA - ru ID - ZNSL_2021_505_a17 ER -
%0 Journal Article %A B. P. Harlamov %T On the limit distribution function for meanings of a diffusion semi-Markov process on interval with unattainable boundaries %J Zapiski Nauchnykh Seminarov POMI %D 2021 %P 312-323 %V 505 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a17/ %G ru %F ZNSL_2021_505_a17
B. P. Harlamov. On the limit distribution function for meanings of a diffusion semi-Markov process on interval with unattainable boundaries. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 31, Tome 505 (2021), pp. 312-323. http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a17/