About: Diffusion processes

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Attributs	Valeurs
type	Concept
rdfs:seeAlso	Diffusion processes and stochastic analysis on manifolds
skos:inScheme	MSC 2010
broader concept	Markov processes
skos:prefLabel	Diffusion processes Processi di diffusione 扩散过程
skos:exactMatch	http://msc2010.org/resources/MSC/2000/60J60
skos:altLabel	Diffusion processes [See also 58J65] Processi di diffusione [Vedi anche 58J65] 扩散过程[参见58J65]
http://msc2010.org...0/msc2010#seeAlso	Diffusion processes and stochastic analysis on manifolds
skos:closeMatch	from MSC1991 value of: Diffusion processes, [See also 58G32]
skos:notation	60J60
skos:note	See also 58J65.
skos:semanticRelation	Diffusion processes and stochastic analysis on manifolds
is rdfs:seeAlso of	Diffusion processes and stochastic analysis on manifolds Diffusion
is Subject of	Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited Linear diffusion with stationary switching regime Asymptotics for the L p-deviation of the variance estimator under diffusion Continuous Time Random Walks with Reactions Forcing and Trapping Penalisations of multidimensional Brownian motion, VI Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin −Huxley model Euler schemes and half-space approximation for the simulation of diffusion in a domain Diffusion limit of Fokker −Planck equation with heavy tail equilibria Propagation of Growth Uncertainty in a Physiologically Structured Population Reaction Spreading in Systems With Anomalous Diffusion Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem A Non-Linear Model for Solute Transport, Accounting for Sub-diffusive Concentration Decline and Sorption Saturation Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach Poisson boundary of a relativistic diffusion in curved space-times: an example A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions Asymptotic behavior of critical indecomposable multi-type branching processes with immigration Generalized Mass Action Law and Thermodynamics of Nonlinear Markov Processes Logarithmic Sobolev inequalities for inhomogeneous Markov Semigroups Subdiffusion-Absorption Process in a System with a Thin Membrane A Donsker theorem to simulate one-dimensional processes with measurable coefficients General approximation method for the distribution of Markov processes conditioned not to be killed Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics Dynamics in Nonlinear Schrödinger Equation with dc bias: From Subdiffusion to Painlevé Transcendent Diffusion and Deterministic Systems Lévy Transport in Slab Geometry of Inhomogeneous Media Binomial-Poisson entropic inequalities and the M/M/ ∞ queue Stochastic differential equations driven by processes generated by divergence form operators II: convergence results Local limit theorems for Brownian additive functionals and penalisation of Brownian paths, IX Time-homogeneous diffusions with a given marginal at a random time Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit Operator scaled Wiener bridges Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process Weak error expansion of a numerical scheme with rejection for singular Langevin process A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes On the Graphon Mean Field Game equations: Individual agent affine dynamics and mean field dependent performance functions Stability in distribution and stabilization of switching jump diffusions Quantification of model uncertainty on path-space via goal-oriented relative entropy Operator splitting around Euler-Maruyama scheme and high order discretization of heat kernels The adaptive biasing force algorithm with non-conservative forces and related topics Dynamics of a stochastic population model with Allee effect and jumps Exit-time of mean-field particles system Asymptotic behavior for a time-inhomogeneous Kolmogorov type diffusion Reducing exit-times of diffusions with repulsive interactions Optimal investment and reinsurance on survival and growth problems for the risk model with common shock dependence Optimal friction matrix for underdamped Langevin sampling Superposition of Diffusions with Linear Generator and its Multifractal Limit Process Estimation for misspecified ergodic diffusion processes from discrete observations Diffusions with measurement errors. II. Optimal estimators Mathematical Modelling of Subdiffusion-reaction Systems Diffusions with measurement errors. I. Local Asymptotic Normality Interacting Brownian particles and Gibbs fields on pathspaces Continuous-time multitype branching processes conditioned on very late extinction
is narrower concept of	Markov processes
is http://msc2010.org...0/msc2010#seeAlso of	Diffusion processes and stochastic analysis on manifolds Diffusion
is skos:semanticRelation of	Diffusion processes and stochastic analysis on manifolds Diffusion

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