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On a Diffusion Approximation of a Prediction Game
Theory of Probability & Its ApplicationszbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Diffusion Approximations for Queues with Markovian Bases
Annals of Operations Research, 2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Approximating Diffusions with Trees
2001In this appendix, we show how to approximate a diffusion process with a tree. The general procedure we outline is used throughout the book in the tree construction for both one-factor and two-factor short-rate models. In the one-factor case, the tree is constructed by imposing that the conditional local mean and variances at each node are equal to ...
Damiano Brigo, Fabio Mercurio
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A Diffusion Approximation for an Epidemic Model
2006Influenza is one of the most common and severe diseases worldwide. Devastating epidemics actuated by a new subtype of the influenza A virus occur again and again with the most important example given by the Spanish Flu in 1918/19 with more than 27 million deaths.
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Diffusion and Higher Approximations
2015Applicability 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.
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Nonlocal convection–diffusion problems and finite element approximations
Computer Methods in Applied Mechanics and Engineering, 2015Lili Ju, Qiang Du
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