Analysis of reflected diffusions via an exponential time-based transformation (Q310026): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(6 intermediate revisions by 6 users not shown)
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 82C31 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60J60 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6624726 / rank
 
Normal rank
Property / zbMATH Keywords
 
conditional density
Property / zbMATH Keywords: conditional density / rank
 
Normal rank
Property / zbMATH Keywords
 
first passage time
Property / zbMATH Keywords: first passage time / rank
 
Normal rank
Property / zbMATH Keywords
 
Wiener process
Property / zbMATH Keywords: Wiener process / rank
 
Normal rank
Property / zbMATH Keywords
 
Ornstein-Uhlenbeck process
Property / zbMATH Keywords: Ornstein-Uhlenbeck process / rank
 
Normal rank
Property / zbMATH Keywords
 
Bessel process
Property / zbMATH Keywords: Bessel process / rank
 
Normal rank
Property / zbMATH Keywords
 
Rayleigh process
Property / zbMATH Keywords: Rayleigh process / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10955-016-1525-9 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2343460469 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q63434404 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5558293 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4380611 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general solution of the Fokker-Planck equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Transformation of Diffusion Processes into the Wiener Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlocal transformations of Kolmogorov equations into the backward heat equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transformations of diffusions with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5327001 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Restricted Ornstein-Uhlenbeck process and applications in neuronal models with periodic input signals / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the transformation of diffusion processes into the Feller process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3249290 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5528194 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A double-ended queue with catastrophes and repairs, and a jump-diffusion approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the M/M/1 queue with catastrophes and its continuous approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constructing transient birth-death processes by means of suitable transformations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A result on the first-passage time of an Ornstein-Uhlenbeck process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5824493 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion with optimal resetting / rank
 
Normal rank
Property / cites work
 
Property / cites work: The parabolic differential equations and the associated semigroups of transformation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion Processes in One Dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: A transformation approach to modelling multi-modal diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gussian diffusions and continuous state branching processes with killing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Handbook of stochastic methods for physics, chemistry and the natural sciences. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the reflected Ornstein-Uhlenbeck process with catastrophes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3422338 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some remarks on the Rayleigh process / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Monte Carlo method for the simulation of first passage times of diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3084090 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3808989 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact solution for the diffusion in bistable potentials / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on the moments of the first-passage time of the Ornstein-Uhlenbeck process with a reflecting boundary / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3923307 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2730383 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the transition densities for reflected diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: First passage time statistics of Brownian motion with purely time dependent drift and diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the transformation of diffusion processes into the Wiener process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the probability densities of an Ornstein–Uhlenbeck process with a reflecting boundary / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the transformation of diffusion equations and boundaries into the Kolmogorov equation for the Wiener process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic orders / rank
 
Normal rank
Property / cites work
 
Property / cites work: A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries / rank
 
Normal rank
Property / cites work
 
Property / cites work: Properties of the reflected Ornstein-Uhlenbeck process / rank
 
Normal rank
Property / cites work
 
Property / cites work: A diffusion approximation for a GI/GI/1 queue with balking or reneging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5514887 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 13:53, 12 July 2024

scientific article
Language Label Description Also known as
English
Analysis of reflected diffusions via an exponential time-based transformation
scientific article

    Statements

    Analysis of reflected diffusions via an exponential time-based transformation (English)
    0 references
    0 references
    0 references
    0 references
    7 September 2016
    0 references
    0 references
    conditional density
    0 references
    first passage time
    0 references
    Wiener process
    0 references
    Ornstein-Uhlenbeck process
    0 references
    Bessel process
    0 references
    Rayleigh process
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references