Stochastic integral by a semi-Markov process of diffusion type.
Kharlamov, B.V.
Zapiski Nauchnykh Seminarov POMI, Tome 321 (2005), p. 251-276 / Harvested from The Electronic Library of Mathematics
Publié le : 2005-01-01
EUDML-ID : urn:eudml:doc:227674
@article{05029478,
     title = {Stochastic integral by a semi-Markov process of diffusion type.},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     volume = {321},
     year = {2005},
     pages = {251-276},
     zbl = {1099.60039},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05029478}
}
Kharlamov, B.V. Stochastic integral by a semi-Markov process of diffusion type.. Zapiski Nauchnykh Seminarov POMI, Tome 321 (2005) pp. 251-276. http://gdmltest.u-ga.fr/item/05029478/