Displaying similar documents to “Stochastic calculus and initial value analysis on the one dimensional diffusions.”

Probability and quanta: why back to Nelson?

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)

Mathematical Modelling of Natural Phenomena

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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...

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.

Approximation of stochastic advection diffusion equations with stochastic alternating direction explicit methods

Ali R. Soheili, Mahdieh Arezoomandan (2013)

Applications of Mathematics

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The numerical solutions of stochastic partial differential equations of Itô type with time white noise process, using stable stochastic explicit finite difference methods are considered in the paper. Basically, Stochastic Alternating Direction Explicit (SADE) finite difference schemes for solving stochastic time dependent advection-diffusion and diffusion equations are represented and the main properties of these stochastic numerical methods, e.g. stability, consistency and convergence...