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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2023 Volume 525, Pages 150–160 (Mi znsl7374)

On unattainability of infinity boundary of domain for a diffusion semi-Markov process with stop

B. P. Harlamov

Institute of Problems of Mechanical Engineering, Russian Academy of Sciences, St. Petersburg

Abstract: One-dimensional continuous semi-Markov process of diffusion type is considered on an interval with one infinite boundary. Semi-Markov transition generating functions of the process satisfy ordinary differential equation of the second order. Coefficients of this equation determine distribution of beginning of infinite stop of the process. In terms of these coefficients one sufficient condition proved for the right boundary to be unattainable.

Key words and phrases: continuous semi-Markov, transition generating functions, differential equation, stop.

Received: 28.09.2023



© Steklov Math. Inst. of RAS, 2024