A diffusion model with loss of particles

DOI10.2307/1427456zbMATH Open0703.60078OpenAlexW2335192165MaRDI QIDQ3482665FDOQ3482665

Authors: George A. Sandison, L. Papiez 

Publication date: 1990

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427456

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zbMATH Keywords

Wiener measureevolution semigroupsOrnstein-Uhlenbeck bridgediffusion with annihilation

Mathematics Subject Classification ID

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

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• Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges
• A STOCHASTIC MODEL OF THE EVOLUTION DERIVED FROM ELASTIC VELOCITY PROCESS WITH MIXED DIFFUSION-JUMP CHARACTERISTICS
• Closed form solution of the diffusion transport equation in multiple scattering.
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• Solutions of the generalized kinetic model of annihilation for a mixture of particles of two types
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