A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation (Q892405)
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scientific article
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| English | 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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0.8059988021850586
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0.7400549054145813
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0.7389037013053894
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