Results 301 to 310 of about 1,989,896 (322)

On coupling of diffusion processes

Journal of Applied Probability, 1983
The coupling method is well fitted to be used in the study of the asymptotics of one-dimensional diffusion processes. We give an elementary proof of Orey's theorem in the recurrent case, and establish rate results for tendency towards equilibrium under moment conditions on the speed measure and the initial distributions.
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On the transformation of diffusion processes into the Feller process

Mathematical Biosciences, 1976
Abstract Due to the recently revived interest toward the diffusion process proposed by Feller in the population dynamics context, the class of Kolmogorov equations that can be transformed into a similar equation possessing linear infinitesimal variance and affine drift is determined.
R. M. CAPOCELLI, RICCIARDI, LUIGI MARIA
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Diffusion reproduction processes

Journal of Statistical Physics, 1990
Interesting physics emerges from studying a population of reproducing individuals. Each can be regarded as a random walker, but it can either duplicate or die. Novel features of the collective behavior are quite surprising: if individuals reproduce or die freely, the life expectation is proportional to the size of the population, and if it is kept ...
Zhang Y. C, SERVA, Maurizio, Polikarpov M.   +2 more
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Diffusion processes

2001
Abstract Write down Bartlett’s equation in the case of the Wiener process D having drift m and instantaneous variance 1, and solve it subject to the boundary condition D(0) = 0.
Geoffrey R Grimmett, David R Stirzaker
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Carrier Diffusion Processes

1973
The discussion of (4.10.8–11) has shown that a temperature gradient in a conductor yields a concentration gradient ▽n with the effect of a diffusion current j = −e D n ▽ r n, where D n is proportional to the electron mobility due to the Einstein relation (4.10.12).
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Semigroups and diffusion processes

Mathematical Proceedings of the Cambridge Philosophical Society, 1987
Given a transition function \(p_ t\) associated with a Markov process on \({\mathbb{R}}^ d\), a semigroup S of operators on the bounded Borel measurable functions can be defined via the formula \(S(t)f(x)=\int f(y)p_ t(x,dy)\), \(t>0\). The elliptic differential operator D is the ``generator'' associated with the given Markov process if the equation \[
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On the control of diffusion processes

Journal of Optimization Theory and Applications, 1974
This paper considers the control of one-dimensional diffusion processes where one of the boundaries is inaccessible and the other is regular. Costs arise from a rate depending upon the current state and control and also from jumps from the regular boundary.
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Fluctuations in Diffusion Processes in Microgravity

Annals of the New York Academy of Sciences, 2006
Abstract:  It has been shown recently that diffusion processes exhibit giant nonequilibrium fluctuations (NEFs). That is, the diffusing fronts display corrugations whose length scale ranges from the molecular to the macroscopic one. The amplitude of the NEF diverges following a power law behavior ∝ q−4 (where q is the wave vector).
S. Mazzoni, R. Cerbino, A. Vailati, M. Giglio   +3 more
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Convergence of diffusion processes

Ukrainian Mathematical Journal, 1992
See the review in Zbl 0757.60054.
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Ergodicity of Diffusion Processes [PDF]

, 2017
In this talk, I will discuss ergodic properties of diffusion processes focusing on the rate of convergence of the marginals of the process to the invariant measure with respect to the total variation distance and Wasserstein distance. In particular, I will present sharp conditions in terms of the coefficients of the process (generator) ensuring sub ...
Lazić, Petra, Sandrić, Nikola
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