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Zapiski Nauchnykh Seminarov POMI, 2020, Volume 495, Pages 291–304
(Mi znsl7010)
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This article is cited in 1 scientific paper (total in 1 paper)
On a sufficient condition for a diffusion process will nether reach boundaries of some interval
B. P. Harlamov Institute of Problems of Mechanical Engineering, Russian Academy of Sciences, St. Petersburg
Abstract:
A one-dimensional diffusion semi-Markov process on some interval of its values is considered. Semi-Markov transition functions of the process dstisfy a second order differential equation with coefficients admitting possibility what the process stops inside this interval. In terms of coefficients of this equation some sufficient conditions are proved for the process will nether reach the left or right boundaries of this interval.
Key words and phrases:
semi-Markov transition functions, functional equation, differential equation, infinite production, divergent series.
Received: 17.09.2020
Citation:
B. P. Harlamov, “On a sufficient condition for a diffusion process will nether reach boundaries of some interval”, Probability and statistics. Part 29, Zap. Nauchn. Sem. POMI, 495, POMI, St. Petersburg, 2020, 291–304
Linking options:
https://www.mathnet.ru/eng/znsl7010 https://www.mathnet.ru/eng/znsl/v495/p291
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Abstract page: | 132 | Full-text PDF : | 36 | References: | 29 |
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