BOUNDARY-BEHAVIOR OF DIFFUSION APPROXIMATIONS TO MARKOV JUMP-PROCESSES

被引：7

作者：

KNESSL, C

MATKOWSKY, BJ

SCHUSS, Z

TIER, C

机构：

[1] TEL AVIV UNIV,DEPT MATH,IL-69978 TEL AVIV,ISRAEL

[2] UNIV ILLINOIS,DEPT MATH STAT & COMP SCI,CHICAGO,IL 60680

来源：

JOURNAL OF STATISTICAL PHYSICS | 1986年 / 45卷 / 1-2期

关键词：

D O I：

10.1007/BF01033090

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

引用

页码：245 / 266

页数：22

共 18 条

[1]

[Anonymous], 1983, HDB STOCHASTIC METHO

[2] Stochastic problems in physics and astronomy [J].

Chandrasekhar, S .

REVIEWS OF MODERN PHYSICS, 1943, 15 (01) :0001-0089

[3] 1ST-PASSAGE TIME PROBLEMS FOR NON-MARKOVIAN PROCESSES [J].

HANGGI, P ;

TALKNER, P .

PHYSICAL REVIEW A, 1985, 32 (03) :1934-1937

[4] BISTABLE SYSTEMS - MASTER EQUATION VERSUS FOKKER-PLANCK MODELING [J].

HANGGI, P ;

GRABERT, H ;

TALKNER, P ;

THOMAS, H .

PHYSICAL REVIEW A, 1984, 29 (01) :371-378

[5]

Ilin A. M., 1964, Theory of Probability Its Applications, V9, P421

[6] AN ASYMPTOTIC THEORY OF LARGE DEVIATIONS FOR MARKOV JUMP-PROCESSES [J].

KNESSL, C ;

MATKOWSKY, BJ ;

SCHUSS, Z ;

TIER, C .

SIAM JOURNAL ON APPLIED MATHEMATICS, 1985, 45 (06) :1006-1028

[7] A SINGULAR PERTURBATION APPROACH TO 1ST PASSAGE TIMES FOR MARKOV JUMP-PROCESSES [J].

KNESSL, C ;

MATKOWSKY, BJ ;

SCHUSS, Z ;

TIER, C .

JOURNAL OF STATISTICAL PHYSICS, 1986, 42 (1-2) :169-184

[8] SOLUTION OF KRAMERS-MOYAL EQUATIONS FOR PROBLEMS IN CHEMICAL PHYSICS [J].

KNESSL, C ;

MANGEL, M ;

MATKOWSKY, BJ ;

SCHUSS, Z ;

TIER, C .

JOURNAL OF CHEMICAL PHYSICS, 1984, 81 (03) :1285-1293

[9] ASYMPTOTIC ANALYSIS OF A STATE-DEPENDENT M/G/1 QUEUING SYSTEM [J].

KNESSL, C ;

MATKOWSKY, BJ ;

SCHUSS, Z ;

TIER, C .

SIAM JOURNAL ON APPLIED MATHEMATICS, 1986, 46 (03) :483-505

[10] Brownian motion in a field of force and the diffusion model of chemical reactions [J].

Kramers, HA .

PHYSICA, 1940, 7 :284-304

← 1 2 →