由一阶 PDEs 系统表征的偏相关随机游走的平均退出时间

IF 1.1 4区数学 Q2 MATHEMATICS, APPLIED

Applicable Analysis Pub Date : 2024-06-29 DOI:10.1080/00036811.2024.2368702

Jianliang Tang, Mingqing Xiao

引用次数: 0

摘要

有偏相关随机游走（BCRW）是一种随机过程，用于模拟个体运动和其他类似的实际现象。本文研究了偏相关随机漫步在有限时间内的平均退出时间。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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The mean exiting time for the biased correlated random walk characterized by a system of first-order PDEs

A biased correlated random walk (BCRW) is a stochastic process that models individual movement and other similar practical phenomena. This paper studies the mean exiting time of a BCRW in a finite ...

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来源期刊

Applicable Analysis 数学-应用数学

CiteScore

2.60

自引率

9.10%

发文量

175

审稿时长

2 months

期刊介绍： Applicable Analysis is concerned primarily with analysis that has application to scientific and engineering problems. Papers should indicate clearly an application of the mathematics involved. On the other hand, papers that are primarily concerned with modeling rather than analysis are outside the scope of the journal General areas of analysis that are welcomed contain the areas of differential equations, with emphasis on PDEs, and integral equations, nonlinear analysis, applied functional analysis, theoretical numerical analysis and approximation theory. Areas of application, for instance, include the use of homogenization theory for electromagnetic phenomena, acoustic vibrations and other problems with multiple space and time scales, inverse problems for medical imaging and geophysics, variational methods for moving boundary problems, convex analysis for theoretical mechanics and analytical methods for spatial bio-mathematical models.