Asymptotic solutions of diffusion models for risk reserves.
Shao, S. (2003)
International Journal of Mathematics and Mathematical Sciences
Similarity:
Shao, S. (2003)
International Journal of Mathematics and Mathematical Sciences
Similarity:
Piotr Garbaczewski (1998)
Banach Center Publications
Similarity:
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
Similarity:
Meyer, G.H. (1998)
Acta Mathematica Universitatis Comenianae. New Series
Similarity:
Martin Stynes, R. Bruce Kellogg (2002)
Mathematica Bohemica
Similarity:
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]
Similarity: