Displaying similar documents to “Asymptotic and numerical solutions for diffusion models for compounded risk reserveswith dividend payments.”

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.

N -widths for singularly perturbed problems

Martin Stynes, R. Bruce Kellogg (2002)

Mathematica Bohemica

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Kolmogorov N -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 N -widths of certain singularly perturbed convection-diffusion and reaction-diffusion boundary value problems.