Diffusion with an reflecting and Absorbing Level Set Boundary - A Simulation Study

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F10%3A10051756" target="_blank" >RIV/00216208:11320/10:10051756 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Diffusion with an reflecting and Absorbing Level Set Boundary - A Simulation Study

Original language description

A map on the n-dimensional Eucleidian space is considered. Diffusion given by an n-dimensional stochastic differential equation dX=b(X)dt+ s(X)dB is constructed to stay in region K=[x:f(x) less or equal c] forever in a way that the boundary S=[x:f(x)=c]is either absorbing or reflecting. The purpose of the paper is to provide easy to apply conditions on the coefficients b(x) and s(x) with the aim to exhibit simulations of the diffusion with the above properties.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

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Project

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Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2010

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Acta Universitatis Carolinae - Mathematica et Physica

ISSN

0001-7140

e-ISSN

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Volume of the periodical

51

Issue of the periodical within the volume

10

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

14

Pages from-to

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UT code for WoS article

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EID of the result in the Scopus database

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