Theory of Probability and Mathematical Statistics

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

Author(s): A. O. Pogorui
Translated by: Oleg Klesov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, vipusk 74 (2006).
Journal: Theor. Probability and Math. Statist. No. 74 (2007), 125-132.
MSC (2000): Primary 60K15; Secondary 90C40
Posted: July 5, 2007
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Abstract: The stationary distribution is studied for the process described by stochastic evolution differential equations with reflecting barriers in a semi-Markov environment.

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

DOI: 10.1090/S0094-9000-07-00702-8
PII: S 0094-9000(07)00702-8
Keywords: Semi-Markov evolution, infinitesimal operator, stationary distribution
Received by editor(s): 23/DEC/2003
Posted: July 5, 2007
Copyright of article: Copyright 2007, American Mathematical Society

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ISSN: 1547-7363(e) 0094-9000(p)

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