Stochastic integral by a semi-Markov process of diffusion type.
Kharlamov, B.V. (2005)
Zapiski Nauchnykh Seminarov POMI
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Displaying similar documents to “Stochastic calculus and initial value analysis on the one dimensional diffusions.”
Stochastic integral by a semi-Markov process of diffusion type.
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Piotr Garbaczewski (1998)
Banach Center Publications
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We establish circumstances under which the dispersion of passive contaminants in a forced flow can be consistently interpreted as a Markovian diffusion process.
Modeling Spatial Effects in Early Carcinogenesis : Stochastic Versus Deterministic Reaction-Diffusion Systems
R. Bertolusso, M. Kimmel (2012)
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We consider the early carcinogenesis model originally proposed as a deterministic reaction-diffusion system. The model has been conceived to explore the spatial effects stemming from growth regulation of pre-cancerous cells by diffusing growth factor molecules. The model exhibited Turing instability producing transient spatial spikes in cell density, which might be considered a model counterpart of emerging foci of malignant cells. However,...
Laplace asymptotics for generalized K.P.P. equation
Jean-Philippe Rouquès (2010)
ESAIM: Probability and Statistics
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Consider a one dimensional nonlinear reaction-diffusion equation (KPP equation) with non-homogeneous second order term, discontinuous initial condition and small parameter. For points ahead of the Freidlin-KPP front, the solution tends to 0 and we obtain sharp asymptotics (i.e. non logarithmic). Our study follows the work of Ben Arous and Rouault who solved this problem in the homogeneous case. Our proof is probabilistic, and is based on the Feynman-Kac formula and the large deviation...
Stochastic Differential Equations and Diffusion Processes: - N. Ikeda, S. Watanabe.
H. Heyer (1991)
Metrika
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Prospective Kolmogorov equation of non-Markovian stochastic processes
A. Plucińska (1971)
Applicationes Mathematicae
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Stochastic reaction diffusion equations and interacting particle systems
G. Jona-Lasinio (1991)
Annales de l'I.H.P. Physique théorique
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Tightness of Continuous Stochastic Processes
Michał Kisielewicz (2006)
Discussiones Mathematicae Probability and Statistics
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Some sufficient conditins for tightness of continuous stochastic processes is given. It is verified that in the classical tightness sufficient conditions for continuous stochastic processes it is possible to take a continuous nondecreasing stochastic process instead of a deterministic function one.