1ST-PASSAGE TIMES FOR THE UHLENBECK-ORNSTEIN PROCESS

被引：14

作者：

DUCK, PW

MARSHALL, TW

WATSON, EJ

机构：

来源：

JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL | 1986年 / 19卷 / 17期

关键词：

D O I：

10.1088/0305-4470/19/17/019

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

引用

页码：3545 / 3558

页数：14

共 10 条

[1] HALF-RANGE COMPLETENESS FOR THE FOKKER-PLANCK EQUATION
BEALS, R
PROTOPOPESCU, V
[J]. JOURNAL OF STATISTICAL PHYSICS, 1983, 32 (03) : 565 - 584
[2] THE KINETIC BOUNDARY-LAYER FOR THE FOKKER-PLANCK EQUATION - A BROWNIAN PARTICLE IN A UNIFORM-FIELD
BURSCHKA, MA
TITULAER, UM
[J]. PHYSICA A, 1982, 112 (1-2): : 315 - 330
[3] GIKHMAN II, 1969, INTRO THEORY RANDOM, pCH8
[4] Goldstein S, 1930, P CAMB PHILOS SOC, V26, P1
[5] KELLER HB, 1971, 2ND P INT C NUM METH, P92
[6] A DROP OF INK FALLS FROM MY PEN ... IT COMES TO EARTH, I KNOW NOT WHEN
MARSHALL, TW
WATSON, EJ
[J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 1985, 18 (18): : 3531 - 3559
[7] THE KINETIC BOUNDARY-LAYER FOR THE KLEIN- KRAMERS EQUATION - A NEW NUMERICAL APPROACH
SELINGER, JV
TITULAER, UM
[J]. JOURNAL OF STATISTICAL PHYSICS, 1984, 36 (3-4) : 293 - 319
[8] Smith F.T., 1974, J I MATH APPL, V13, P127, DOI [10.1093/imamat/13.2.127, DOI 10.1093/IMAMAT/13.2.127]
[9] THE DENSITY PROFILE FOR THE KLEIN-KRAMER EQUATION NEAR AN ABSORBING WALL
TITULAER, UM
[J]. JOURNAL OF STATISTICAL PHYSICS, 1984, 37 (5-6) : 589 - 607
[10] ON THE THEORY OF THE BROWNIAN MOTION-II
WANG, MC
UHLENBECK, GE
[J]. REVIEWS OF MODERN PHYSICS, 1945, 17 (2-3) : 323 - 342