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Comparison Results for Reflected Jump-diffusions in the Orthant with Variable Reflection Directions and Stability Applications
(UNIV WASHINGTON, DEPT MATHEMATICS, 2008-10-30)
We consider reflected jump-diffusions in the orthant Rn
+ with time- and state-dependent drift, diffusion
and jump-amplitude coefficients. Directions of reflection upon hitting boundary faces are
also allow to depend ...
One-dimensional diffusion: Validity of various expressions for jump rates
(American Physical Society, 2009-12)
The coverage dependence of the one-dimensional collective diffusion coefficient is analyzed by using the gradient expansion of the local density. The transition probabilities are written as an expansion of the probabilities ...
Hydrostatic limit for the symmetric exclusion process with long jumps: supper-diffusive case
(Centro de Investigaciones en Matemática Pura y Aplicada (CIMPA) y Escuela de Matemática, San José, Costa Rica., 2021)
Full Bayesian Analysis for a Class of Jump-Diffusion Models
(Taylor & Francis IncPhiladelphiaEUA, 2009)
Times and Sizes of Jumps in the Mexican Interest Rate
(Universidad Autónoma Metropolitana Unidad Azcapotzalco, 2008)
Hydrostatic limit for the symmetric exclusion process with lonh jumps: supper-diffusive case
(Universidad de Costa Rica, 2020-12-17)
Hydrostatic behavior for the one dimensional exclusion process withlong jumps in contact with infinite reservoirs at different densities are de-rived. The jump rate is described by a transition probabilitypwhich isproportional ...
Jump Telegraph-Diffusion Option Pricing
The paper develops a class of financial market models with jumps based on aBrownian motion, and inhomogeneous telegraph processes: random motions withalternating velocities. We assume that jumps occur when the velocities ...
Atomic jumps during surface diffusion
(American Physical Society, 2009-12)
The characteristics of atomic displacements during surface diffusion of Cu on Cu(111) are studied by means of molecular dynamics simulations. It is found that even at very low substrate temperatures, the majority of the ...
Spatial evolution of turbulence characteristics in weak hydraulic jumps
(TAYLOR & FRANCIS LTD, 2011)
This experimental investigation focuses on the turbulence features of weak hydraulic jumps in rectangular channels for two different approach flow lengths. The turbulent kinetic energy equation includes the turbulence ...