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
Cet article a éte moissonné depuis 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},
year = {2021},
volume = {505},
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 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 %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/
[1] I. I. Gikhman, A. V. Skorokhod, Teoriya sluchainykh protsessov, v. 2, Nauka, M., 1973
[2] B. P. Kharlamov, Nepreryvnye polumarkovskie protsessy, Nauka, SPb, 2001
[3] E. B. Dynkin, Markovskie protsessy, Fizmatgiz, M., 1963
[4] B. P. Kharlamov, “Finalnoe raspredelenie diffuzionnogo protsessa s ostanovkoi”, Zap. nauchn. semin. POMI, 431, 2014, 209–241
[5] B. P. Kharlamov, “O nedostizhimoi granitse intervala znachenii diffuzionnogo protsessa: polumarkovskii podkhod”, Zap. nauchn. semin. POMI, 466, 2017, 313–330
[6] D. Koks, V. Smit, Teoriya vosstanovleniya, Sovetskoe radio, M., 1967
[7] A. N. Shiryaev, Veroyatnost, Nauka, M., 1980
[8] E. Kamke, Spravochnik po obyknovennym differentsialnym uravneniyam, Nauka, M., 1971