Stochastic integral by a semi-Markov process of diffusion type.

Kharlamov, B.V.

Zapiski Nauchnykh Seminarov POMI (2005)

  • Volume: 328, page 251-276
  • ISSN: 0373-2703

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Kharlamov, B.V.. "Stochastic integral by a semi-Markov process of diffusion type.." Zapiski Nauchnykh Seminarov POMI 328 (2005): 251-276. <http://eudml.org/doc/227674>.

@article{Kharlamov2005,
author = {Kharlamov, B.V.},
journal = {Zapiski Nauchnykh Seminarov POMI},
keywords = {first exit time; Itô-Dynkin formula},
language = {eng},
pages = {251-276},
publisher = {Nauka},
title = {Stochastic integral by a semi-Markov process of diffusion type.},
url = {http://eudml.org/doc/227674},
volume = {328},
year = {2005},
}

TY - JOUR
AU - Kharlamov, B.V.
TI - Stochastic integral by a semi-Markov process of diffusion type.
JO - Zapiski Nauchnykh Seminarov POMI
PY - 2005
PB - Nauka
VL - 328
SP - 251
EP - 276
LA - eng
KW - first exit time; Itô-Dynkin formula
UR - http://eudml.org/doc/227674
ER -

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