title: Kolmogorov equations in fractional derivatives for the transition probabilities of some Markov processes with continuous time
metadata.name: dc.contributor.author
metadata.value: Miroshin, Roman N.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2017-07-05T09:05:32Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2017-07-05T09:05:32Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2017-03
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Miroshin R.N. Kolmogorov equations in fractional derivatives for the transition probabilities of some Markov processes with continuous time. Vestnik SPbSU. Mathematics. Mechanics. Astronomy, 2017, vol. 4 (62), issue 1, pp. 38–48.
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: 10.21638/11701/spbu01.2017.106
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/6682
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: We consider a family of one-dimensional Markov processes with continuous time, for which earlier the
  author received the transition probability by means of the Chapman Kolmogorov equation. These
  probabilities have the form of simple integrals. Using the procedure for obtained integral-differential
  equations for Markov processes with discontinuous trajectories, the author gets both first and second
  Kolmogorov equations for this family of processes. These equations are called equations with fractional
  derivatives. Results are based on the asymptotic analysis of transition probability when approaching the
  start of transition and the time of the end. From this analysis,in particular, it is followed the trajectory of
  Markov process be divided into two classes according to the range where they started. Some trajectories
  disappear with a certain probability, while others are born with a certain probability. Refs 8.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Vestnik of St Petersburg University. Mathematics. Mechanics. Astronomy;Volume 4 (62); Issue 1
metadata.lang: -
metadata.name: dc.subject
metadata.value: Markov process with continuous time
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: transition probability
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Kolmogorov equations
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: fractional derivatives
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Kolmogorov equations in fractional derivatives for the transition probabilities of some Markov processes with continuous time
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 06-Miroshin.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/6682/1/06-Miroshin.pdf
resources.format: Adobe PDF
resources.size: 243,13 kB