Zapiski Nauchnykh Seminarov POMI
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Zap. Nauchn. Sem. POMI:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Zapiski Nauchnykh Seminarov POMI, 2017, Volume 466, Pages 38–53 (Mi znsl6539)  
This article is cited in 6 scientific papers (total in 6 papers)

Joint distributions of functionals of telegraph process and switching diffusions

A. N. Borodinab

a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia
b St. Petersburg State University, St. Petersburg, Russia
Full-text PDF (210 kB) Citations (6)
References:
PDF
HTML
Abstract: The paper deals with the methods for computing joint distributions of functionals of telegraph process and switching diffusions. The switching between two sets of diffusion coefficients comes at the Poisson time moments independent of the initial diffusions. It is also possible to consider the more general switching diffusions when the choice is taken from three and more sets of diffusion coefficients.
Key words and phrases: telegraph process, diffusions, switching diffusions, distributions of functionals.
Funding agency Grant number
Russian Academy of Sciences - Federal Agency for Scientific Organizations PRAS-18-01
Russian Foundation for Basic Research 16-01-00367
Saint Petersburg State University СПбГУ-DFG 6.65.37.2017
Received: 10.10.2017
Document Type: Article
UDC: 519.2
Language: Russian
Citation: A. N. Borodin, “Joint distributions of functionals of telegraph process and switching diffusions”, Probability and statistics. Part 26, Zap. Nauchn. Sem. POMI, 466, POMI, St. Petersburg, 2017, 38–53
Citation in format AMSBIB
\Bibitem{Bor17}
\by A.~N.~Borodin
\paper Joint distributions of functionals of telegraph process and switching diffusions
\inbook Probability and statistics. Part~26
\serial Zap. Nauchn. Sem. POMI
\yr 2017
\vol 466
\pages 38--53
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6539}
Linking options:
  • https://www.mathnet.ru/eng/znsl6539
  • https://www.mathnet.ru/eng/znsl/v466/p38
    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Записки научных семинаров ПОМИ
    Statistics & downloads:
    Abstract page:128
    Full-text PDF :74
    References:19
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024