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Coupling techniques for nonlinear hyperbolic equations. IV. Multi-component coupling and multidimensional well-balanced schemes
nonlinear hyperbolic equations Multi-component coupling multidimensional well-balanced schemes Analysis of PDEs
2012/6/14
This series of papers is devoted to the formulation and the approximation of coupling problems for nonlinear hyperbolic equations. The coupling across an interface in the physical space is formulated ...
Well-balanced Levy Driven Ornstein-Uhlenbeck Processes
semimartingale Ornstein-Uhlenbeck process Levy process innitely divisible distribution
2011/1/18
In this paper we introduce the well-balanced Levy driven Ornstein-Uhlenbeck process as a moving average process of the form Xt = R exp(jtuj)dLu.