Asymptotic solutions of diffusion models for risk reserves.
Shao, S. (2003)
International Journal of Mathematics and Mathematical Sciences
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Shao, S. (2003)
International Journal of Mathematics and Mathematical Sciences
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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.
Stynes, Martin, Kellogg, R. Bruce
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Meyer, G.H. (1998)
Acta Mathematica Universitatis Comenianae. New Series
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Martin Stynes, R. Bruce Kellogg (2002)
Mathematica Bohemica
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Kolmogorov -widths are an approximation theory concept that, for a given problem, yields information about the optimal rate of convergence attainable by any numerical method applied to that problem. We survey sharp bounds recently obtained for the -widths of certain singularly perturbed convection-diffusion and reaction-diffusion boundary value problems.
Paulsen, Jostein (2008)
Probability Surveys [electronic only]
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