A diffusion semi-Markov process on a finite interval with unattainable boundaries is considered. It is assumed that unattainable property is not connected with process stop in the interval. A limit theorem for alternating renewal processes is applied to derive the limit distribution function of the diffusion process.
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 505, 2021, pp. 312–323.
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Harlamov, B.P. On the Limit Distribution Function of the Value of a Diffusion Semi-Markov Process on Interval with Unattainable Boundaries. J Math Sci 281, 217–224 (2024). https://doi.org/10.1007/s10958-024-07087-z
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DOI: https://doi.org/10.1007/s10958-024-07087-z