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, 2023, Volume 525, Pages 150–160 (Mi znsl7374)  

On unattainability of infinity boundary of domain for a diffusion semi-Markov process with stop

B. P. Harlamov

Institute of Problems of Mechanical Engineering, Russian Academy of Sciences, St. Petersburg
References:
Abstract: One-dimensional continuous semi-Markov process of diffusion type is considered on an interval with one infinite boundary. Semi-Markov transition generating functions of the process satisfy ordinary differential equation of the second order. Coefficients of this equation determine distribution of beginning of infinite stop of the process. In terms of these coefficients one sufficient condition proved for the right boundary to be unattainable.
Key words and phrases: continuous semi-Markov, transition generating functions, differential equation, stop.
Received: 28.09.2023
Document Type: Article
Language: Russian
Citation: B. P. Harlamov, “On unattainability of infinity boundary of domain for a diffusion semi-Markov process with stop”, Probability and statistics. Part 34, Zap. Nauchn. Sem. POMI, 525, POMI, St. Petersburg, 2023, 150–160
Citation in format AMSBIB
\Bibitem{Har23}
\by B.~P.~Harlamov
\paper On unattainability of infinity boundary of domain for a diffusion semi-Markov process with stop
\inbook Probability and statistics. Part~34
\serial Zap. Nauchn. Sem. POMI
\yr 2023
\vol 525
\pages 150--160
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7374}
Linking options:
  • https://www.mathnet.ru/eng/znsl7374
  • https://www.mathnet.ru/eng/znsl/v525/p150
  • 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:39
    Full-text PDF :15
    References:23
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024