Diffusion Processes Satisfying a Conservation Law Constraint
نویسندگان
چکیده
منابع مشابه
Diffusion Processes Satisfying a Conservation Law Constraint
We investigate coupled stochastic differential equations governing N nonnegative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires a set of fluctuating variables to be nonnegative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of ...
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ژورنال
عنوان ژورنال: International Journal of Stochastic Analysis
سال: 2014
ISSN: 2090-3332,2090-3340
DOI: 10.1155/2014/603692