Distributions associated with markov processes with killing

Communications in Statistics. Part C: Stochastic Models

Volumn 12, Issue 3, 1996, Pages 367-388

  Berman, Simeon M ^a   Frydman, Halina ^b  

^a NEW YORK UNIVERSITY   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

Diffusion; Feynman Kac formula; Infinitesimal generator; Killing rate function; Killing state distribution; Killing time distribution; Markers; Markov chain

Indexed keywords

DIFFUSION PROCESS; DISTRIBUTION FUNCTION; JOINT DISTRIBUTION; KAC FEYNMAN FORMULA; MARKOV CHAIN;

LAPLACE TRANSFORMS; MARKOV PROCESSES;

RANDOM PROCESSES;

EID: 0030369919     PISSN: 08820287     EISSN: None     Source Type: Journal    
DOI: 10.1080/15326349608807390     Document Type: Article

References (4)

1. Doetsch, G. Guide to the Applications of the Laplace Transforms, W. M. Fairbairn, Translation Editor, D. Van Nostrand, (1961) London.
2. Dynkin, E.B. Markov Processes I. (English translation) Academic Press, (1965) New York.
3. Jewell, N.P. and Kalbfleisch, J.D. Marker models in survival analysis and applications to issues associated with Aids. In Aids Epidemiology: Methodological Issues. N. Jewell, K. Dietz, V. Farewell, Editors. 211-230. (1992) Birkhäuser, Boston.
4. Rogers, L.C.G. and Williams, D. Diffusions, Markov Processes and Martingales, Volume 1, Foundations. John Wiley, (1994) New York.