Jump diffusion approximation for a Markovian transport model

被引：2

作者：

Dabrowski, AR ^{[1
]}

Dehling, H ^{[1
]}

机构：

[1] Univ Ottawa, Dept Math, Ottawa, ON K1N 6N5, Canada

来源：

ASYMPTOTIC METHODS IN PROBABILITY AND STATISTICS: A VOLUME IN HONOUR OF MIKLOS CSORGO | 1998年

关键词：

D O I：

10.1016/B978-044450083-0/50008-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this note we analyze a Markovian model for particle transport in a fluidized bed chemical reactor, and prove a diffusion approximation. The transport model is basically a birth-death Markov process with reflection at the origin and occasional jumps to the origin, modelling transport in the wakes of rising fluidization bubbles. We establish here a strong approximation by a jump diffusion process with trajectory-dependent jump times.

引用

页码：115 / 125

页数：11