First integrals in the diffusion approximation scheme

DOI10.1016/J.AML.2007.03.008MaRDI QIDQ958883zbMATH OpenOpenAlexFDO

Authors N. Limnios, V. S. Korolyuk

Publication date 10 December 2008

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2007.03.008

zbMATH Keywords

diffusion approximationdynamical systemfirst integralsemi-Markov processswitching process

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Recommendations

• scientific article; zbMATH DE number 1516533
• scientific article; zbMATH DE number 1537446
• Publication:3482659
• On the approximation method of solving integral equations in diffusion problems
• On an integral equation for first-passage-time probability densities
• scientific article; zbMATH DE number 1762669
• Hellinger integrals of diffusion processes
• scientific article; zbMATH DE number 3916785
• On the evaluation of first-passage-time probability densities via non-singular integral equations

Cites work

• scientific article; zbMATH DE number 3174663 (Why is no real title available?)
• scientific article; zbMATH DE number 3569058 (Why is no real title available?)
• Markov chain models - rarity and exponentiality
• Random perturbation methods with applications in science and engineering
• Stochastic systems in merging phase space.

Cited in

(3)

• Compensating operator and weak convergence of semi-Markov process to the diffusion process without balance condition
• scientific article; zbMATH DE number 1516533 (Why is no real title available?)
• scientific article; zbMATH DE number 1537446 (Why is no real title available?)

This page was built for publication: First integrals in the diffusion approximation scheme

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q958883)