Discovery of rare event testing for stochastic simulations of diffusion processes

DOI10.1016/J.PHYSA.2019.03.020MaRDI QIDQ2159590zbMATH OpenOpenAlexWikidataFDO

Authors Quang Van Tran, Michal Beneš, Jaromír Kukal

Publication date 2 August 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2019.03.020

zbMATH Keywords

diffusion modelingfalse discovery ratemultiple testingrare eventsstochastic simulation

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Recommendations

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• Testing for diffusion in a discretely observed semimartingale

Cites work

• A sharper Bonferroni procedure for multiple tests of significance
• Generalized semi-opened axial dispersion model
• Handbook of linear partial differential equations for engineers and scientists
• Heat conduction using Green's functions
• scientific article; zbMATH DE number 45877 (Why is no real title available?)
• scientific article; zbMATH DE number 49316 (Why is no real title available?)
• scientific article; zbMATH DE number 635667 (Why is no real title available?)
• Multiple Comparisons
• Separation of Variables
• The control of the false discovery rate in multiple testing under dependency.

Cited in

(1)

• Simple difference schemes for multidimensional fractional Laplacian and fractional gradient

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