Abstract:
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.
Key words and phrases:regeneration time, continuous semi-Markov process, diffusion semi-Markov process, differential equation, regular and unattainable boundaries, alternating renewal process.
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