A stochastic differential equation model for assessing drought and flood risks

DOI10.1007/s00477-009-0359-2zbMath1416.65036OpenAlexW1998917997WikidataQ115387966 ScholiaQ115387966MaRDI QIDQ2002026

Abul Hasan M. Badiul Alam, Gordana Kranjac-Berisavljevic, Macarius Yangyuoru, Koichi Unami, Felix Kofi Abagale

Publication date: 11 July 2019

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00477-009-0359-2

zbMATH Keywords

stochastic calculusriskextremesbackward Kolmogorov equationdroughtsfloodsmean-reverting Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Applications to the sciences (65Z05)

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Cites Work

• First exit time probability for multidimensional diffusions: A PDE-based approach
• A review on stochastic differential equations for applications in hydrology
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• Computer Algebra and Geometric Algebra with Applications
• Rainfall modelling using Poisson-cluster processes: a review of developments