Skip to main content
SpringerLink
Log in

Diffusion Processes Subject to Catastrophes

  • Conference paper
Book cover Computer Aided Systems Theory - EUROCAST 2009 (EUROCAST 2009)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 5717))

Included in the following conference series:

Abstract

The aim of the present paper is to provide some quantitative informations on the role of catastrophes in diffusion models. Analytical and computational results for the Wiener and for the Ornstein-Uhlenbeck processes are determined.

Work performed under partial support by G.N.C.S.- INdAM and by Campania Region.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Cox, D.R., Miller, H.D.: The Theory of Stochastic Processes. Methuen, London (1970)

    MATH  Google Scholar 

  2. Di Crescenzo, A., Giorno, V., Nobile, A.G., Ricciardi, L.M.: On the M/M/1 queue with catastrophes and its continuous approximation. Queueing Systems 43, 329–347 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  3. Di Crescenzo, A., Giorno, V., Nobile, A.G., Ricciardi, L.M.: A note on birth-death processes with catastrophes. Stat. Prob. Letters 78, 2248–2257 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  4. Giorno, V., Nobile, A.G., Ricciardi, L.M.: On some diffusion approximations to queueing systems. Adv. Appl. Prob. 18, 991–1014 (1986)

    Article  MathSciNet  MATH  Google Scholar 

  5. Gradshteyn, I.S., Ryzhik, I.M.: Table of Integrals, Series, and Products. Academic Press, London (2007)

    MATH  Google Scholar 

  6. Pakes, A.G.: Killing and resurrection of Markov processes. Comm. Stat. - Stoch. Mod. 13(2), 255–269 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  7. Saura, A., Giorno, V., Nobile, A.G.: Prendiville Stochastic Growth Model in the Presence of Catastrophes. In: Trappl, R. (ed.) Cybernetics and Systems 2004, pp. 151–156. Austrian Society for Cybernetics Studies, Vienna (2004)

    Google Scholar 

  8. Saura, A., Giorno, V., Nobile, A.G.: Loss system in the presence of catastrophes. In: Trappl, R. (ed.) Cybernetics and Systems 2008, pp. 261–266. Austrian Society for Cybernetics Studies, Vienna (2008)

    Google Scholar 

  9. Swift, R.J.: Transient probabilities for a simple birth-death-immigration processes under the influence of total catastrophes. Int. J. Math. Sci. 25, 689–692 (2001)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Dipartimento di Matematica e Informatica, Università di Salerno, Via Ponte don Melillo, Fisciano (SA), Italy

    Roberta di Cesare, Virginia Giorno & Amelia G. Nobile

Authors
  1. Roberta di Cesare
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Virginia Giorno
    View author publications

    You can also search for this author in PubMed Google Scholar

  3. Amelia G. Nobile
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Editors and Affiliations

  1. Instituto Universitario de Ciencias y Tecnologías Cibernéticas, Universidad de Las Palmas de Gran Canaria, Campus de Tafira, 35017, Las Palmas de Gran Canaria, Las Palmas, Spain

    Roberto Moreno-Díaz  & Alexis Quesada-Arencibia  & 

  2. Institute of Systems Science, Johannes Kepler University Linz, Altenbergerstrasse 69, 4040, Linz, Austria

    Franz Pichler

Rights and permissions

Reprints and permissions

Copyright information

© 2009 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

di Cesare, R., Giorno, V., Nobile, A.G. (2009). Diffusion Processes Subject to Catastrophes. In: Moreno-Díaz, R., Pichler, F., Quesada-Arencibia, A. (eds) Computer Aided Systems Theory - EUROCAST 2009. EUROCAST 2009. Lecture Notes in Computer Science, vol 5717. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-04772-5_18

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-04772-5_18

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-04771-8

  • Online ISBN: 978-3-642-04772-5

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics

Search

Navigation