Results 41 to 50 of about 19,837,870 (284)
Two Stochastic Differential Equations for Modeling Oscillabolastic-Type Behavior
Mathematics, 2020 Stochastic models based on deterministic ones play an important role in the description of growth phenomena. In particular, models showing oscillatory behavior are suitable for modeling phenomena in several application areas, among which the field of ...
Antonio Barrera +2 more
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A Pseudo-Markov Property for Controlled Diffusion Processes [PDF]
SIAM Journal of Control and Optimization, 2015 In this note, we propose two different approaches to rigorously justify a pseudo-Markov property for controlled diffusion processes which is often (explicitly or implicitly) used to prove the dynamic programming principle in the stochastic control ...
J. Claisse, D. Talay, Xiaolu Tan
semanticscholar +1 more source
Diffusion Processes in Turbulent Magnetic Fields [PDF]
, 2007 We study of the effect of turbulence on diffusion processes within magnetized medium. While we exemplify our treatment with heat transfer processes, our results are quite general and are applicable to different processes, e.g. diffusion of heavy elements.
Lazarian, Alex
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Perturbed Skew Diffusion Processes
Mathematics, 2023 This work investigates whether there uniquely exists a solution to the perturbed skew diffusion process. We construct the solution by iteration and divide the whole time interval into parts on which we disperse the perturbed skew diffusion process into ...
Yingxu Tian, Haoyan Zhang
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Parametric Estimation of Diffusion Processes: A Review and Comparative Study
Mathematics, 2021 This paper provides an in-depth review about parametric estimation methods for stationary stochastic differential equations (SDEs) driven by Wiener noise with discrete time observations.
Alejandra López-Pérez +2 more
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Diffusion-annihilation processes in complex networks [PDF]
, 2004 We present a detailed analytical study of the $A+A\to\emptyset$ diffusion-annihilation process in complex networks. By means of microscopic arguments, we derive a set of rate equations for the density of $A$ particles in vertices of a given degree, valid
Michele Catanzaro +14 more
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Nonergodicity, fluctuations, and criticality in heterogeneous diffusion processes. [PDF]
Physical review. E, Statistical, nonlinear, and soft matter physics, 2014 We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence D(x) ∼ |x|(α) of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on statistical measures such as the
Andrey G. Cherstvy, R. Metzler
semanticscholar +1 more source
Cultural and Demic Diffusion of First Farmers, Herders, and their Innovations Across Eurasia [PDF]
, 2015 Was the spread of agropastoralism from the Eurasian founder regions dominated by demic or by cultural diffusion? This study employs a mathematical model of regional sociocultural development that includes different diffusion processes, local innovation ...
Lemmen, Carsten
core +5 more sources
Discrete Dynamics in Nature and Society, 2001 We revise the interrelations between the classical Black Scholes equation, the diffusion equation and Burgers equation. Some of the algebraic properties the diffusion equation shows are elaborated and qualitatively presented.
Andreas Ruffing +2 more
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Crystals, 2022 This work compares the tribological behavior of surface layers obtained by three different hardening processes. The layers were formed on the surface of AISI 4140 steel by applying three different thermochemical treatments.
Pablo Alfredo Ruiz-Trabolsi +6 more
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