Stochastic dynamics and passage times for diffusion approximations
DOI10.1007/S12591-008-0009-ZzbMATH Open1210.60088OpenAlexW2028866016MaRDI QIDQ628558FDOQ628558
Authors: P. R. Vittal, T. Jagadesan, V. Muralidhar
Publication date: 11 March 2011
Published in: Differential Equations and Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12591-008-0009-z
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- Random Walks with Nonnearest Neighbor Transitions. I. Analytic 1-D Theory for Next-Nearest Neighbor and Exponentially Distributed Steps
Cited In (14)
- An occupation time related potential measure for diffusion processes
- Storage models for a class of master equations with separable kernels
- Master equation with two times: diffusion in external field
- Means action times, time lags, and mean first passage times for some diffusion problems
- A stochastic approach to enhanced diffusion
- Title not available (Why is that?)
- Passage time statistics in exponential distributed time-delay models: noisy asymptotic dynamics
- Stochastic dynamics for passage times and diffusion approximations for finite capacity storage models with different kinds of barriers
- A method for identifying diffusive trajectories with stochastic models
- Biased movement at a boundary and conditional occupancy times for diffusion processes
- Title not available (Why is that?)
- Diffusion first passage times: Approximations and related differential equations
- Timing observations of diffusions
- Generalized master equation for first-passage problems in partitioned spaces
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