scientific article; zbMATH DE number 6149378
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Publication:4912976
zbMATH Open1374.60002MaRDI QIDQ4912976FDOQ4912976
Oronzio Manca, Jacques Janssen, Raimondo Manca
Publication date: 2 April 2013
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Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Markov renewal processes, semi-Markov processes (60K15) Financial applications of other theories (91G80)
Cited In (7)
- Regular and anomalous diffusion. I: Foundations
- Exact simulation of the first-passage time of diffusions
- Steady State Probabilistic Characteristics of the On/Off Production Rate Control Production-Inventory System with MMPP Demand Arrivals
- Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes
- Weak convergence of marked point processes generated by crossings of multivariate jump processes. applications to neural network modeling
- First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes
- Exact simulation of the first passage time through a given level of jump diffusions
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