Inhomogeneous diffusion processes on a half-line with jumps on its boundary
Saved in:
| Date: | 2011 |
|---|---|
| Main Author: | R. V. Shevchuk |
| Format: | Article |
| Language: | English |
| Published: |
2011
|
| Series: | Theory of Stochastic Processes |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0000754133 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Institution
Library portal of National Academy of Sciences of Ukraine | LibNASSimilar Items
On pasting together two inhomogeneous diffusion processes on a line with the general Feller–Wentzell conjugation condition
by: B. I. Kopytko, et al.
Published: (2011)
by: B. I. Kopytko, et al.
Published: (2011)
Particle diffusion in a wave with randomly jumping phase
by: Zasenko, V.I., et al.
Published: (2015)
by: Zasenko, V.I., et al.
Published: (2015)
Estimates of intense noise for inhomogeneous diffusion processes
by: Maiboroda, R. E., et al.
Published: (1995)
by: Maiboroda, R. E., et al.
Published: (1995)
Penalty method for pricing American-style Asian option with jumps diffusion process
by: M. F. Laham, et al.
Published: (2023)
by: M. F. Laham, et al.
Published: (2023)
Fractional Boundary Value Problem on the Half-Line
by: B. Khamessi
Published: (2020)
by: B. Khamessi
Published: (2020)
Pricing foreign exchange option under jump-diffusion
by: E. N. Derieva, et al.
Published: (2015)
by: E. N. Derieva, et al.
Published: (2015)
Formation of a density jump in the inhomogeneous isothermal plasma interacting with modulated electron beam
by: I. O. Anisimov, et al.
Published: (2013)
by: I. O. Anisimov, et al.
Published: (2013)
Formation of a density jump in the inhomogeneous isothermal plasma interacting with modulated electron beam
by: I. O. Anisimov, et al.
Published: (2013)
by: I. O. Anisimov, et al.
Published: (2013)
The Transition Probability of the q-TAZRP (q-Bosons) with Inhomogeneous Jump Rates
by: Wang, D., et al.
Published: (2016)
by: Wang, D., et al.
Published: (2016)
Мagnetized particle diffusion in a random electric field with jumping phase
by: Zasenko, V.I., et al.
Published: (2018)
by: Zasenko, V.I., et al.
Published: (2018)
Asymptotic behavior of jumping stochastic procedure in the diffusion approximation scheme
by: P. P. Horun
Published: (2014)
by: P. P. Horun
Published: (2014)
A diffusion process on a plane with membranes on two intersecting straight lines
by: Panamarchuk, О. V., et al.
Published: (1999)
by: Panamarchuk, О. V., et al.
Published: (1999)
On the formalization of dynamics in information processes on the basis of inhomogeneous one-dimensional diffusion models
by: E. V. Ivokhin, et al.
Published: (2019)
by: E. V. Ivokhin, et al.
Published: (2019)
The analytical solution of boundary value problem for a system "half-space with a multilayer coating" with the inhomogeneous initial condition at convective heat exchange with the environment
by: V. Shevchuk, et al.
Published: (2016)
by: V. Shevchuk, et al.
Published: (2016)
Convergence of an impulsive storage process with jump switchings
by: Samoilenko, I. V., et al.
Published: (2008)
by: Samoilenko, I. V., et al.
Published: (2008)
On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary
by: Pilipenko, A. Yu., et al.
Published: (2011)
by: Pilipenko, A. Yu., et al.
Published: (2011)
On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks
by: Kadankov, V. F., et al.
Published: (2005)
by: Kadankov, V. F., et al.
Published: (2005)
On the jump control problem for boundary-value problems with state-dependent impulses
by: A. Rontó, et al.
Published: (2023)
by: A. Rontó, et al.
Published: (2023)
On the jump control problem for boundary-value problems with state-dependent impulses
by: Rontó, A., et al.
Published: (2023)
by: Rontó, A., et al.
Published: (2023)
Diffusion process with evolution and its parameter estimation
by: Koroliuk, V.S., et al.
Published: (2020)
by: Koroliuk, V.S., et al.
Published: (2020)
On resolvent of the Levy process with matrix-exponential distribution of jumps
by: Ye. V. Karnaukh
Published: (2016)
by: Ye. V. Karnaukh
Published: (2016)
The measure preserving and nonsingular transformations of the jump Levy processes
by: Smorodina, N.V.
Published: (2008)
by: Smorodina, N.V.
Published: (2008)
On resolvent of the Levy process with matrix-exponential distribution of jumps
by: Karnaukh, E. V., et al.
Published: (2016)
by: Karnaukh, E. V., et al.
Published: (2016)
Averaging of evolution equations disturbed by random processes with jumps
by: Kolomiets , Yu. V., et al.
Published: (1992)
by: Kolomiets , Yu. V., et al.
Published: (1992)
Electric Field Lines in a Rectangular Waveguide with Inhomogeneous Anisotropic Insertion
by: Bagatskaya, O. V., et al.
Published: (2013)
by: Bagatskaya, O. V., et al.
Published: (2013)
Nonhomogeneous diffusion processes in a halfspace whose behaviour on the boundary is described by general Wentzel boundary condition
by: Tsapovska, Z.Ya.
Published: (2008)
by: Tsapovska, Z.Ya.
Published: (2008)
Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion
by: S. Ibrahim, et al.
Published: (2022)
by: S. Ibrahim, et al.
Published: (2022)
Systems of φ-Laplacian three-point boundary-value problems on the positive half-line
by: S. Djebali, et al.
Published: (2015)
by: S. Djebali, et al.
Published: (2015)
Systems of φ-Laplacian three-point boundary-value problems on the positive half-line
by: Djebali, S., et al.
Published: (2015)
by: Djebali, S., et al.
Published: (2015)
Systems of φ-Laplacian three-point boundary-value problems on the positive half-line
by: Djebali, S., et al.
Published: (2015)
by: Djebali, S., et al.
Published: (2015)
Boundary-value problems with initial jumps for singularly perturbed integro-differential equation
by: M. K. Dauylbaev, et al.
Published: (2016)
by: M. K. Dauylbaev, et al.
Published: (2016)
Fundamental solutions to Robin boundary-value problems for time-fractional heat conduction equation in a half-line
by: Y. Z. Povstenko
Published: (2012)
by: Y. Z. Povstenko
Published: (2012)
Diffusion equations in inhomogeneous solid having arbitrary gradient concentration
by: Bilotsky, Y., et al.
Published: (2017)
by: Bilotsky, Y., et al.
Published: (2017)
Distribution of some functionals for a Levy process with matrix-exponential jumps of the same sign
by: Ie. V. Karnaukh
Published: (2014)
by: Ie. V. Karnaukh
Published: (2014)
Investigation of the advection–diffusion–reaction problem in an inhomogeneous medium with a thin curvilinear channel
by: N. V. Mazuriak
Published: (2019)
by: N. V. Mazuriak
Published: (2019)
Mathematical modelling of dynamics of nonequilibrium in time convective diffusion process in a domain with free boundary
by: V. M. Bulavatskij, et al.
Published: (2016)
by: V. M. Bulavatskij, et al.
Published: (2016)
Complete asymptotic decomposition of the sojourn probability of a diffusion process in thin domains with moving boundaries
by: Gasanenko, V. A., et al.
Published: (1999)
by: Gasanenko, V. A., et al.
Published: (1999)
Grain-Boundary Diffusion of Hydrogen Atoms in the a-Iron
by: S. M. Teus, et al.
Published: (2014)
by: S. M. Teus, et al.
Published: (2014)
On Feller semigroups associated with one-dimensional diffusion processes with membranes
by: B. I. Kopytko, et al.
Published: (2016)
by: B. I. Kopytko, et al.
Published: (2016)
Boundary controllability problems for the equation of oscillation of an inhomogeneous string on a semiaxis
by: Khalina, K. S., et al.
Published: (2012)
by: Khalina, K. S., et al.
Published: (2012)
Similar Items
-
On pasting together two inhomogeneous diffusion processes on a line with the general Feller–Wentzell conjugation condition
by: B. I. Kopytko, et al.
Published: (2011) -
Particle diffusion in a wave with randomly jumping phase
by: Zasenko, V.I., et al.
Published: (2015) -
Estimates of intense noise for inhomogeneous diffusion processes
by: Maiboroda, R. E., et al.
Published: (1995) -
Penalty method for pricing American-style Asian option with jumps diffusion process
by: M. F. Laham, et al.
Published: (2023) -
Fractional Boundary Value Problem on the Half-Line
by: B. Khamessi
Published: (2020)