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Volumn 22, Issue 2, 2006, Pages 273-287

Stochastic models describing human metabolic processes using SDEs with reflection

Author keywords

Limit distribution; Metabolic model; Penalized SDE; Skorohod SDE

Indexed keywords

BOUNDARY CONDITIONS; COMPUTATION THEORY; DIFFERENTIAL EQUATIONS; MATHEMATICAL MODELS; RANDOM PROCESSES;

EID: 33646455179     PISSN: 15326349     EISSN: 15324214     Source Type: Journal    
DOI: 10.1080/15326340600649037     Document Type: Article
Times cited : (8)

References (11)
  • 1
    • 0001609221 scopus 로고
    • Criteria for recurrence and existence of invariant measures for multidimensional diffusions
    • Bhattacharya, R.N. Criteria for recurrence and existence of invariant measures for multidimensional diffusions. The Annals of Probability 1978, 4, 541-553.
    • (1978) The Annals of Probability , vol.4 , pp. 541-553
    • Bhattacharya, R.N.1
  • 2
    • 0041498076 scopus 로고
    • On the rate of convergence for Maruyama's approximate solutions of stochastic differential equations
    • Kanagawa, S. On the rate of convergence for Maruyama's approximate solutions of stochastic differential equations. Yokohama Mathematical Journal 1988, 36, 79-86.
    • (1988) Yokohama Mathematical Journal , vol.36 , pp. 79-86
    • Kanagawa, S.1
  • 3
    • 10244230650 scopus 로고    scopus 로고
    • Strong approximation of reflecting Brownian motion using penalty method and its application to computer simulation
    • Kanagawa, S.; Saisho, Y. Strong approximation of reflecting Brownian motion using penalty method and its application to computer simulation. Monte Carlo Methods and Applications 2000, 6, 105-114.
    • (2000) Monte Carlo Methods and Applications , vol.6 , pp. 105-114
    • Kanagawa, S.1    Saisho, Y.2
  • 8
    • 0000605830 scopus 로고
    • Stochastic differential equations for multidimensional domain with reflecting boundary
    • Saisho, Y. Stochastic differential equations for multidimensional domain with reflecting boundary. Probability Theory and Related Fields 1987, 74, 455-477.
    • (1987) Probability Theory and Related Fields , vol.74 , pp. 455-477
    • Saisho, Y.1
  • 9
    • 84972508367 scopus 로고
    • On the symmetry of a reflecting Brownian motion defined by Skorohod's equation for a multidimensional domain
    • Saisho, Y.; Tanaka, H. On the symmetry of a reflecting Brownian motion defined by Skorohod's equation for a multidimensional domain. Tokyo Journal of Mathematics 1987, 10, 419-435.
    • (1987) Tokyo Journal of Mathematics , vol.10 , pp. 419-435
    • Saisho, Y.1    Tanaka, H.2
  • 10
    • 33646465485 scopus 로고
    • On limiting distributions for one-dimensional diffusion processes
    • Tanaka, H. On limiting distributions for one-dimensional diffusion processes. Bulletin of Mathematical Statistics 1957, 7, 84-91.
    • (1957) Bulletin of Mathematical Statistics , vol.7 , pp. 84-91
    • Tanaka, H.1
  • 11
    • 84972526612 scopus 로고
    • Stochastic differential equations with reflecting boundary condition in convex regions
    • Tanaka, H. Stochastic differential equations with reflecting boundary condition in convex regions. Hiroshima Mathematical Journal 1979, 9, 163-177.
    • (1979) Hiroshima Mathematical Journal , vol.9 , pp. 163-177
    • Tanaka, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.