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Academic Journal

An explicit solution of a recurrence differential equation and its application in determining the conditional moments of quadratic variance diffusion processes.

Authors : Kiattisak Prathom¹; Sanae Rujivan²

Source: Songklanakarin Journal of Science & Technology. Jul/Aug2021, Vol. 43 Issue 4, p936-947. 12p.

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Academic Journal

Risk-Sensitive Ergodic Control of Reflected Diffusion Processes in Orthant.

Authors : Pradhan, Somnath¹ (AUTHOR)

Source: Applied Mathematics & Optimization. Jun2021, Vol. 83 Issue 3, p1739-1764. 26p.

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Academic Journal

On diffusion processes with drift in Ld.

Authors : Krylov, N. V.¹ (AUTHOR)

Source: Probability Theory & Related Fields. Feb2021, Vol. 179 Issue 1/2, p165-199. 35p.

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Academic Journal

Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory.

Authors : Li, Jun^1,2 (AUTHOR); Xi, Fubao^1,3 (AUTHOR)

Source: Frontiers of Mathematics in China. Apr2021, Vol. 16 Issue 2, p499-523. 25p.

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Academic Journal

Periodic solutions of hybrid jump diffusion processes.

Authors : Guo, Xiaoxia^1,2 (AUTHOR); Sun, Wei³ (AUTHOR)

Source: Frontiers of Mathematics in China. Jun2021, Vol. 16 Issue 3, p705-725. 21p.

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Academic Journal

A measure of centrality in cyclic diffusion processes: Walk-betweenness.

Authors : Youm, Yoosik¹ (AUTHOR) ; Lee, Byungkyu² (AUTHOR); Kim, Junsol¹ (AUTHOR)

Source: PLoS ONE. 1/28/2021, Vol. 16 Issue 1, p1-23. 23p.

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Academic Journal

A combinatorial representation for the invariant measure of diffusion processes on metric graphs.

Authors : Aleandri, Michele¹ ; Colangeli, Matteo¹ ; Gabrielli, Davide¹

Source: ALEA. Latin American Journal of Probability & Mathematical Statistics. 2021, Vol. 18, p1773-1799. 27p.

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Academic Journal

THE CHANGE OF DIFFUSION PROCESSES FOR O+ + N2 → NO+ + N REACTION IN THE IONOSPHERIC F REGION DURING THE SOLAR ECLIPSE OVER KHARKOV.

Authors : YASAR, Mehmet¹

Source: Thermal Science. 2021 Special Issue, Vol. 25, pS51-S56. 6p.

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Academic Journal

THE SOLAR ECLIPSE EFFECT ON DIFFUSION PROCESSES OF O+ + O2 → O2 + + O REACTION FOR THE UPPER IONOSPHERE OVER KHARKOV.

Authors : YASAR, Mehmet¹

Source: Thermal Science. 2021 Special Issue, Vol. 25, pS57-S63. 7p.

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Academic Journal

Martingale Structure for General Thermodynamic Functionals of Diffusion Processes Under Second-Order Averaging.

Authors : Ge, Hao^1,2 (AUTHOR) ; Jia, Chen³ (AUTHOR) ; Jin, Xiao⁴ (AUTHOR)

Source: Journal of Statistical Physics. Aug2021, Vol. 184 Issue 2, p1-46. 46p.

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فلترة النتائج

An explicit solution of a recurrence differential equation and its application in determining the conditional moments of quadratic variance diffusion processes.

Risk-Sensitive Ergodic Control of Reflected Diffusion Processes in Orthant.

On diffusion processes with drift in Ld.

Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory.

Periodic solutions of hybrid jump diffusion processes.

A measure of centrality in cyclic diffusion processes: Walk-betweenness.

A combinatorial representation for the invariant measure of diffusion processes on metric graphs.

THE CHANGE OF DIFFUSION PROCESSES FOR O+ + N2 → NO+ + N REACTION IN THE IONOSPHERIC F REGION DURING THE SOLAR ECLIPSE OVER KHARKOV.

THE SOLAR ECLIPSE EFFECT ON DIFFUSION PROCESSES OF O+ + O2 → O2 + + O REACTION FOR THE UPPER IONOSPHERE OVER KHARKOV.

Martingale Structure for General Thermodynamic Functionals of Diffusion Processes Under Second-Order Averaging.

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