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Stationary Distribution of a Stochastic Process. / Lotov, V. I.; Okhapkina, E. M.

In: Journal of Mathematical Sciences (United States), Vol. 231, No. 2, 01.05.2018, p. 218-226.

Research output: Contribution to journal › Article › peer-review

Harvard

Lotov, VI & Okhapkina, EM 2018, 'Stationary Distribution of a Stochastic Process', Journal of Mathematical Sciences (United States), vol. 231, no. 2, pp. 218-226. https://doi.org/10.1007/s10958-018-3817-x

APA

Lotov, V. I., & Okhapkina, E. M. (2018). Stationary Distribution of a Stochastic Process. Journal of Mathematical Sciences (United States), 231(2), 218-226. https://doi.org/10.1007/s10958-018-3817-x

Vancouver

Lotov VI, Okhapkina EM. Stationary Distribution of a Stochastic Process. Journal of Mathematical Sciences (United States). 2018 May 1;231(2):218-226. doi: 10.1007/s10958-018-3817-x

Author

Lotov, V. I. ; Okhapkina, E. M. / Stationary Distribution of a Stochastic Process. In: Journal of Mathematical Sciences (United States). 2018 ; Vol. 231, No. 2. pp. 218-226.

BibTeX

@article{e190284ae1e44047ab9cfd44574f1ce0,
title = "Stationary Distribution of a Stochastic Process",
abstract = "We find a stationary distribution of a stochastic process with delay at the origin. The trajectories of the process have linear growth and random jumps at random times. We use known results for regenerative processes and factorization technique for the study in boundary crossing problems for random walks.",
author = "Lotov, {V. I.} and Okhapkina, {E. M.}",
year = "2018",
month = may,
day = "1",
doi = "10.1007/s10958-018-3817-x",
language = "English",
volume = "231",
pages = "218--226",
journal = "Journal of Mathematical Sciences (United States)",
issn = "1072-3374",
publisher = "Springer Nature",
number = "2",

}

RIS

TY - JOUR

T1 - Stationary Distribution of a Stochastic Process

AU - Lotov, V. I.

AU - Okhapkina, E. M.

PY - 2018/5/1

Y1 - 2018/5/1

N2 - We find a stationary distribution of a stochastic process with delay at the origin. The trajectories of the process have linear growth and random jumps at random times. We use known results for regenerative processes and factorization technique for the study in boundary crossing problems for random walks.

AB - We find a stationary distribution of a stochastic process with delay at the origin. The trajectories of the process have linear growth and random jumps at random times. We use known results for regenerative processes and factorization technique for the study in boundary crossing problems for random walks.

UR - http://www.scopus.com/inward/record.url?scp=85045875135&partnerID=8YFLogxK

U2 - 10.1007/s10958-018-3817-x

DO - 10.1007/s10958-018-3817-x

M3 - Article

AN - SCOPUS:85045875135

VL - 231

SP - 218

EP - 226

JO - Journal of Mathematical Sciences (United States)

JF - Journal of Mathematical Sciences (United States)

SN - 1072-3374

IS - 2

ER -

ID: 12818680