A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation

DOI10.1007/s10955-015-1336-4zbMath1329.60302arXiv2103.10984OpenAlexW3137993256WikidataQ63434408 ScholiaQ63434408MaRDI QIDQ892405

Amelia G. Nobile, Virginia Giorno, Antonio Di Crescenzo, Selvamuthu Dharmaraja

Publication date: 19 November 2015

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.10984

zbMATH Keywords

Ornstein-Uhlenbeck processfirst passage timesteady-state probabilitiestransient probabilitiescontinuous-time Ehrenfest modeljump-diffusion approximation

Mathematics Subject Classification ID

Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27)

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