Diffusion Processes Subject to Catastrophes

机译：发生灾难的扩散过程

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The aim of the present paper is to provide some quantitative informations on the role of catastrophes in diffusion models. Analytical and computational results for the Wiener and for the Ornstein-Uhlenbeck processes are determined.

机译：本文的目的是提供一些关于巨灾在扩散模型中的作用的定量信息。确定了维纳和Ornstein-Uhlenbeck过程的分析和计算结果。

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《Computer aided systems theory-EUROCAST 2009》|2009年|P.129-136|共8页
会议地点 Las Palmas(ES);Las Palmas(ES)
作者
Roberta di Cesare; Virginia Giorno; Amelia G. Nobile;
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作者单位

Dipartimento di Matematica e Informatica, Universita di Salerno,Via Ponte don Melillo, Fisciano (SA), Italy;

Dipartimento di Matematica e Informatica, Universita di Salerno,Via Ponte don Melillo, Fisciano (SA), Italy;

Dipartimento di Matematica e Informatica, Universita di Salerno,Via Ponte don Melillo, Fisciano (SA), Italy;

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原文格式 PDF
正文语种 eng
中图分类机器辅助技术;
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Diffusion Processes Subject to Catastrophes

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