Title of article
Regression equations modelling diffusion processes
Author/Authors
V.M Anikin، نويسنده , , Yu.A Barulina، نويسنده , , A.F Goloubentsev، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
6
From page
185
To page
190
Abstract
Iterative algorithms for modelling various types of diffusion processes (Brownian motion, Brownian Bridge, Bachelier process, Ornstein–Uhlenbeck process, Bessel process) are discussed. These algorithms have the form of autoregression discrete equations of the first order where an input signal is taken by Gaussian white noise.
Keywords
Fluctuations , Diffusion processes , Modelling , Brownian motion , Regression equations , White noise , Field emission
Journal title
Applied Surface Science
Serial Year
2003
Journal title
Applied Surface Science
Record number
998576
Link To Document