On Integral of a Semi-Markov Diffusion Process
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DOI: 10.1007/s10958-018-3718-z
Abstract: Let (X(t)) (t ≥ 0) be a semi-Markov diffusion process. The process (J(T )) (T ≥ 0) equal to the integral of (X(t)) on interval [0, T ) is studied. The relation between one-dimensional differential… read more here.
Keywords: process; semi markov; diffusion process; markov diffusion ... See more keywords