Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.11851/6012
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Aksop, C. | - |
dc.contributor.author | Çelebioğlu S. | - |
dc.contributor.author | Khaniyev, Tahir | - |
dc.date.accessioned | 2021-09-11T15:21:25Z | - |
dc.date.available | 2021-09-11T15:21:25Z | - |
dc.date.issued | 2013 | en_US |
dc.identifier.issn | 2147-1762 | - |
dc.identifier.uri | https://hdl.handle.net/20.500.11851/6012 | - |
dc.description.abstract | In this paper, we study the first passage time of a diffusion process to a moving boundary. Under some special conditions we apply a transformation to diffusion process and to the boundary function and then in each case obtain the first passage time distribution of the original process by the first passage time distribution of transformed process to transformed boundary. In addition, by applying these transformations to the Ornstein- Uhlenbeck and Wiener processes the first passage time distributions for the new boundaries are presented as examples. | en_US |
dc.language.iso | en | en_US |
dc.publisher | Gazi Universitesi | en_US |
dc.relation.ispartof | Gazi University Journal of Science | en_US |
dc.rights | info:eu-repo/semantics/closedAccess | en_US |
dc.subject | Diffusion process | en_US |
dc.subject | First passage times | en_US |
dc.subject | Fixed boundaries | en_US |
dc.subject | Hyperbolic function | en_US |
dc.subject | Lambert function | en_US |
dc.subject | Moving boundaries | en_US |
dc.subject | Ornstein-uhlenbeck process | en_US |
dc.title | Transformation on Diffusion Processes and First Passage Time To the Moving Boundaries | en_US |
dc.type | Article | en_US |
dc.department | Faculties, Faculty of Engineering, Department of Industrial Engineering | en_US |
dc.department | Fakülteler, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümü | tr_TR |
dc.identifier.volume | 26 | en_US |
dc.identifier.issue | 1 | en_US |
dc.identifier.startpage | 57 | en_US |
dc.identifier.endpage | 62 | en_US |
dc.identifier.wos | WOS:000421144400008 | en_US |
dc.identifier.scopus | 2-s2.0-84875996136 | en_US |
dc.institutionauthor | Khaniyev, Tahir | - |
dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
dc.identifier.scopusquality | Q3 | - |
item.openairetype | Article | - |
item.languageiso639-1 | en | - |
item.grantfulltext | none | - |
item.fulltext | No Fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.cerifentitytype | Publications | - |
crisitem.author.dept | 02.4. Department of Industrial Engineering | - |
Appears in Collections: | Endüstri Mühendisliği Bölümü / Department of Industrial Engineering Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection |
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