Well-timed diffusion approximations

DOI10.2307/1426688MaRDI QIDQ3909782zbMATH OpenOpenAlexFDO

Authors John B. Walsh

Publication date 1981

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

Full work available at URL https://doi.org/10.2307/1426688

zbMATH Keywords

asymptotic well-timed approximationembedding of right-continuous martingales in Brownian motionLevy processstopping timeswell-timed diffusion approximation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60)

Cited in

(4)

• Diffusion approximation of the neuronal model with synaptic reversal potentials
• Shot noise, weak convergence and diffusion approximations
• Bayesian inference for a susceptible-exposed-infected-recovered epidemic model with data augmentation
• Neurons as ideal change-point detectors

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