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Extensions of diffusion processes on intervals and Feller's boundary conditions
Extensions of diffusion processes intervals Feller's boundary conditions Probability
2012/4/17
For a minimal diffusion process on $ (a,b) $, any possible extension of it to a standard process on $ [a,b] $ is characterized by the characteristic measures of excursions away from the boundary point...
Sensitivity analysis for diffusion processes constrained to an orthant
Sensitivity analysis diffusion processes Probability
2011/9/8
Abstract: This paper studies diffusion processes constrained to the positive orthant, and investigates changes in the steady-state distribution of such diffusions under infinitesimal changes in the dr...
Time Reversal of Some Stationary Jump-Diffusion Processes from Population Genetics
Jump-Diffusion Processes Population Genetics
2010/11/19
We describe the processes obtained by time reversal of a class of stationary jump-diffusion processes that model the dynamics of genetic variation in populations subject to repeated bottlenecks. Assu...
Laguerre and Meixner symmetric functions, and infinite-dimensional diffusion processes
Laguerre Meixner symmetric functions infinite-dimensional diffusion processes
2010/12/3
The Laguerre symmetric functions introduced in the note are indexed by arbitrary partitions and depend on two continuous parameters. The top degree homogeneous component of every Laguerre symmetric fu...
专著信息
书名
”Fourier transform NIR study of liquid diffusion processes in Nylon 11 films: Comparison of water with alcohols”
语种
英文
撰写或编译
作者
Peiyi Wu,H. W. Siesler
第一作者单位
出版社
CHEMISTRY OF MATERIALS 15 (14)...