Stochastic dynamics for passage times and diffusion approximations for finite capacity storage models with different kinds of barriers (Q2844027)
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scientific article; zbMATH DE number 6201897
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| English | Stochastic dynamics for passage times and diffusion approximations for finite capacity storage models with different kinds of barriers |
scientific article; zbMATH DE number 6201897 |
Statements
Stochastic Dynamics for Passage Times and Diffusion Approximations for Finite Capacity Storage Models with Different Kinds of Barriers (English)
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27 August 2013
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absorbing and reflecting barriers
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boundary conditions
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diffusion process
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finite dam
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first passage times
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imbedding method
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integro-differential equation
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master equation
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separable kernel
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0.8803497552871704
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0.8011738061904907
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0.7814890742301941
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0.7701110243797302
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0.7408603429794312
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