On the log-normal diffusion process

DOI10.1063/1.528364MaRDI QIDQ3821382zbMATH OpenOpenAlexFDO

Authors Siegfried H. Lehnigk

Publication date 1989

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.528364

zbMATH Keywords

Fokker-Planck equationlog-normal conditional density function

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Recommendations

• On normalization in the law of the iterated logarithm for diffusion processes
• On the Law of the Iterated Logarithm for One-Dimensional Diffusion Processes
• scientific article; zbMATH DE number 3894200
• scientific article; zbMATH DE number 3405310
• Large deviations and functional iterated logarithm law for diffusion processes
• Asymptotic behavior for logarithmic diffusion
• A new inhomogeneous lognormal diffusion process with exogenous factors in the diffusion coefficient
• Laws of the iterated logarithm and large deviations for a class of diffusionl processes
• On the stochastic dependence structure of the limit lognormal process
• A note on the loglog law for diffusion in random environment

Cites work

• A class of conservative diffusion processes with delta function initial conditions
• Conservative similarity solutions of the one-dimensional autonomous parabolic equation
• Initial condition solutions of the generalized Feller equation

Cited in

(3)

• Equivalence and symmetries for variable coefficient linear heat type equations. I
• On reaction processes with a logarithmic-diffusion
• Dyson diffusion on a curved contour

This page was built for publication: On the log-normal diffusion process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3821382)