On the transformation of diffusion processes into the Feller process
From MaRDI portal
Publication:1230472
DOI10.1016/0025-5564(76)90104-8zbMath0337.60065OpenAlexW1984614900MaRDI QIDQ1230472
Renato M. Capocelli, Luigi M. Ricciardi
Publication date: 1976
Published in: Mathematical Biosciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0025-5564(76)90104-8
Related Items
A multispecies birth-death-immigration process and its diffusion approximation, Diffusion approximation to a queueing system with time-dependent arrival and service rates, Analysis of reflected diffusions via an exponential time-based transformation, Approximation of the first passage time density of a Wiener process to an exponentially decaying boundary by two-piecewise linear threshold. Application to neuronal spiking activity, A copula-based method to build diffusion models with prescribed marginal and serial dependence, Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications, First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes, Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries, Time-inhomogeneous Feller-type diffusion process with absorbing boundary condition, On the construction of a special class of time-inhomogeneous diffusion processes, On transformations of linear diffusions into continuous state branching
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A study of some diffusion models of population growth
- On the transformation of diffusion processes into the Wiener process
- Two singular diffusion problems
- The parabolic differential equations and the associated semigroups of transformation
- Diffusion Processes in One Dimension
