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Diffusion and Higher Approximations

2015
Applicability of the approximation of delta-correlated random field f(x,t) (i.e., applicability of the Fokker–Planck equation) is restricted by the smallness of the temporal correlation radius τ 0 of random field f( x,t) with respect to all temporal scales of the problem under consideration.
openaire   +1 more source

Diffusion approximation

2001
Saul I. Gass, Carl M. Harris
openaire   +1 more source

Diffusion Approximation

2002
Anatoli V. Skorokhod   +2 more
openaire   +1 more source

THE DIFFUSION APPROXIMATION

1981
E.M. LIFSHITZ, L.P. PITAEVSKI
openaire   +1 more source

A diffusion approximation to a single airport queue

, 2013
D. Lovell   +3 more
semanticscholar   +1 more source

On the Poisson equation and diffusion approximation 3

Annals of Probability, 2005
E Pardoux, A Yu Veretennikov
exaly  

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