Stochastic Dynamics for Passage Times and Diffusion Approximations for Finite Capacity Storage Models with Different Kinds of Barriers (Q2844027)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Dynamics for Passage Times and Diffusion Approximations for Finite Capacity Storage Models with Different Kinds of Barriers |
scientific article |
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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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