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JOURNALS // Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy

Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2022, Volume 9, Issue 3, Pages 517–526 (Mi vspua31)

Time distribution from zero up to beginning of the final stop of semi-Markov diffusion process on interval with unattainable boundaries
B. P. Harlamov, S. S. Rasov

References

1. Harlamov B.P., Continuous semi-Markov processes, Nauka Publ., St Petersburg, 2001 (Russian)  mathscinet
2. Harlamov B.P., Continuous semi-Markov processes., Wiley, ISTE, London, 2008  mathscinet
3. Harlamov B.P., “Stochastic model of gas capillary chromatography.”, Communications in Statistics - Simulation and Computation, 41 (2011), 1023–1031  mathscinet
4. Harlamov B.P., “Final distribution of a diffusion process with stop.”, Zapiski nauchnykh seminarov POMI, 431, 2014, 209–241 (Russian)  mathnet  mathscinet
5. Dynkin E.B., Markov processes, FM Publ., Moscow, 1963 (Russian)  mathscinet
6. Gikhman I.I., Skorokhod A.V., Theory of random processes, v. 2, Nauka Publ., Moscow, 1973 (Russian)  mathscinet
7. Rasova S.S., Harlamov B.P., “On one local property of one-dimension linear differential equation of the second order.”, Differential equations and control processes, 2021, no. 2, 65–79 (Russian)  mathscinet


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