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Excursions of diffusion processes and continued fractions

Alain Comtet, Yves Tourigny (2011)

Annales de l'I.H.P. Probabilités et statistiques

It is well-known that the excursions of a one-dimensional diffusion process can be studied by considering a certain Riccati equation associated with the process. We show that, in many cases of interest, the Riccati equation can be solved in terms of an infinite continued fraction. We examine the probabilistic significance of the expansion. To illustrate our results, we discuss some examples of diffusions in deterministic and in random environments.

On the computation of Aden functions

Peter Maličký, Marianna Maličká (1991)

Applications of Mathematics

The paper deals with the computation of Aden functions. It gives estimates of errors for the computation of Aden functions by downward reccurence.

Optimization of Rational Approximations by Continued Fractions

Blomquist, Frithjof (2007)

Serdica Journal of Computing

The paper has been presented at the 12th International Conference on Applications of Computer Algebra, Varna, Bulgaria, June, 2006.To get guaranteed machine enclosures of a special function f(x), an upper bound ε(f) of the relative error is needed, where ε(f) itself depends on the error bounds ε(app); ε(eval) of the approximation and evaluation error respectively. The approximation function g(x) ≈ f(x) is a rational function (Remez algorithm), and with sufficiently high polynomial degrees ε(app) becomes...

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