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Zapiski Nauchnykh Seminarov POMI, 2021, Volume 505, Pages 312–323 (Mi znsl7137)  
On the limit distribution function for meanings of a diffusion semi-Markov process on interval with unattainable boundaries

B. P. Harlamov

Institute of Problems of Mechanical Engineering, Russian Academy of Sciences, St. Petersburg
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Abstract: A diffusion semi-Markov process on a finite interval with unattainable boundaries is considered. It is supposed that unattainable property is not be connected with process stop in the interval. A limit theorem for alternating renewal processes is applied for to derive the limit distribution function of the diffusion process.
Key words and phrases: regeneration time, continuous semi-Markov process, diffusion semi-Markov process, differential equation, regular and unattainable boundaries, alternating renewal process.
Received: 20.10.2021
Document Type: Article
UDC: 519.2
Language: Russian
Citation: B. P. Harlamov, “On the limit distribution function for meanings of a diffusion semi-Markov process on interval with unattainable boundaries”, Probability and statistics. Part 31, Zap. Nauchn. Sem. POMI, 505, POMI, St. Petersburg, 2021, 312–323
Citation in format AMSBIB
\Bibitem{Har21}
\by B.~P.~Harlamov
\paper On the limit distribution function for meanings of a diffusion semi-Markov process on interval with unattainable boundaries
\inbook Probability and statistics. Part~31
\serial Zap. Nauchn. Sem. POMI
\yr 2021
\vol 505
\pages 312--323
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7137}
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