A stochastic differential equation model for assessing drought and flood risks
type: Item
instance of: scholarly article
title: A stochastic differential equation model for assessing drought and flood risks
zbMATH Open document ID: 1416.65036
author: K. Unami
author: Felix Kofi Abagale
author: Macarius Yangyuoru
author: Abul Hasan M. Badiul Alam
author: Gordana Kranjac-Berisavljevic
published in: Stochastic Environmental Research and Risk Assessment
publication date: 2019-07-11T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65Z05
Mathematics Subject Classification ID: 62P12
zbMATH DE Number: 7079179
zbMATH Keywords: droughts
zbMATH Keywords: floods
zbMATH Keywords: extremes
zbMATH Keywords: stochastic calculus
zbMATH Keywords: risk
zbMATH Keywords: mean-reverting Ornstein-Uhlenbeck process
zbMATH Keywords: backward Kolmogorov equation
MaRDI profile type: Publication
full work available at URL: s00477-009-0359-2
OpenAlex ID: W1998917997
Wikidata QID: Q115387966
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cites work: Rainfall modelling using Poisson-cluster processes: a review of developments
cites work: First exit time probability for multidimensional diffusions: A PDE-based approach
DOI: 10.1007/S00477-009-0359-2
description: scientific article; zbMATH DE number 7079179