NUMERICAL EXPLORATION OF DYNAMIC BEHAVIOR OF ORNSTEIN-UHLENBECK PROCESSES VIA EHRENFEST PROCESS APPROXIMATION(<Special Issue>Advanced Planning and Scheduling for Supply Chain Management) (Q5423047)
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scientific article; zbMATH DE number 5206643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NUMERICAL EXPLORATION OF DYNAMIC BEHAVIOR OF ORNSTEIN-UHLENBECK PROCESSES VIA EHRENFEST PROCESS APPROXIMATION(<Special Issue>Advanced Planning and Scheduling for Supply Chain Management) |
scientific article; zbMATH DE number 5206643 |
Statements
NUMERICAL EXPLORATION OF DYNAMIC BEHAVIOR OF ORNSTEIN-UHLENBECK PROCESSES VIA EHRENFEST PROCESS APPROXIMATION(<Special Issue>Advanced Planning and Scheduling for Supply Chain Management) (English)
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30 October 2007
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Markov process
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Ornstein-Uhlenbeck process
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Ehrenfest process
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dynamic behavior
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convergence in law
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first passage time
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historical maximum
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numerical approximation
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