A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation (Q892405): Difference between revisions

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Property / DOI: 10.1007/s10955-015-1336-4 / rank
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Property / author: Selvamuthu Dharmaraja / rank
 
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Property / author: Antonio Di Crescenzo / rank
 
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Property / arXiv ID: 2103.10984 / rank
 
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Latest revision as of 07:20, 10 December 2024

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A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation
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    A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation (English)
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    19 November 2015
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    continuous-time Ehrenfest model
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    jump-diffusion approximation
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    transient probabilities
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    steady-state probabilities
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    first passage time
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    Ornstein-Uhlenbeck process
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