A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation (Q892405): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 2103.10984 / rank | |||
Normal rank | |||
Revision as of 17:40, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation |
scientific article |
Statements
A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation (English)
0 references
19 November 2015
0 references
continuous-time Ehrenfest model
0 references
jump-diffusion approximation
0 references
transient probabilities
0 references
steady-state probabilities
0 references
first passage time
0 references
Ornstein-Uhlenbeck process
0 references
