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Zapiski Nauchnykh Seminarov POMI, 2010, Volume 384, Pages 291–309 (Mi znsl3896)  

This article is cited in 3 scientific papers (total in 3 papers)

On delay and asymmetry points of one-dimensional semi-Markov diffusion processes

B. P. Harlamov

Institute of Problems of Mechanical Engineering, Russian Academy of Sciences, St. Petersburg, Russia
Full-text PDF (224 kB) Citations (3)
References:
Abstract: A homogeneous linear differential equation of the second order is considered. For an open interval where the equation is treated a family of operators of the Dirichlet problem on the set of all subintervals is said to be a generalized semi-group due to its special property. Let the equation has meaning on each of two disjoint intervals with a common boundary point $z$. The extension of the corresponding two semi-groups of operators to a semi-group of operators corresponding to the union of these intervals and the point $z$ is shown to be not unique. It is determined by two arbitrary constants. In order to interpret these arbitrary constants we use a one-dimensional locally Markov diffusion process with special properties of passage of the point $z$. One of these arbitrary constants determines a delay of the process at the point $z$, and the second one induces an asymmetry of the process with respect to $z$. The two extremal meanings of the latter constant, 0 and $\infty$, determine reflection of the process from the point $z$ while going to the point from the left and from the right, respectively. Bibl. 4 titles.
Key words and phrases: diffusion process, semi-Markov process, differential equation, Dirichlet problem, semi-group, reflection, deletion, asymmetry, stationary.
Received: 09.11.2010
English version:
Journal of Mathematical Sciences (New York), 2011, Volume 176, Issue 2, Pages 270–280
DOI: https://doi.org/10.1007/s10958-011-0417-4
Bibliographic databases:
Document Type: Article
UDC: 519
Language: Russian
Citation: B. P. Harlamov, “On delay and asymmetry points of one-dimensional semi-Markov diffusion processes”, Probability and statistics. Part 16, Zap. Nauchn. Sem. POMI, 384, POMI, St. Petersburg, 2010, 291–309; J. Math. Sci. (N. Y.), 176:2 (2011), 270–280
Citation in format AMSBIB
\Bibitem{Har10}
\by B.~P.~Harlamov
\paper On delay and asymmetry points of one-dimensional semi-Markov diffusion processes
\inbook Probability and statistics. Part~16
\serial Zap. Nauchn. Sem. POMI
\yr 2010
\vol 384
\pages 291--309
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl3896}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2011
\vol 176
\issue 2
\pages 270--280
\crossref{https://doi.org/10.1007/s10958-011-0417-4}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-79959567629}
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  • https://www.mathnet.ru/eng/znsl/v384/p291
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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