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Theory of Probability and Mathematical Statistics

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The stationary measure of the stochastic transport process with reflecting barriers in a semi-Markov environment


Author: A. O. Pogorui
Translated by: Oleg Klesov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 74 (2006).
Journal: Theor. Probability and Math. Statist. 74 (2007), 125-132
MSC (2000): Primary 60K15; Secondary 90C40
Published electronically: July 5, 2007
MathSciNet review: 2336783
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Abstract | References | Similar Articles | Additional Information

Abstract: The stationary distribution is studied for the process described by stochastic evolution differential equations with reflecting barriers in a semi-Markov environment.


References [Enhancements On Off] (What's this?)

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Additional Information

A. O. Pogorui
Affiliation: Department of Mathematics, Zhytomyr Pedagogical University, Velyka Berdychevs’ka Street, 40, 10008 Zhytomyr, Ukraine
Email: pogor@zspu.edu.ua

DOI: https://doi.org/10.1090/S0094-9000-07-00702-8
Keywords: Semi-Markov evolution, infinitesimal operator, stationary distribution
Received by editor(s): December 23, 2003
Published electronically: July 5, 2007
Article copyright: © Copyright 2007 American Mathematical Society