Strong approximation of diffusion processes by transport processes (original) (raw)

1979, Kyoto Journal of Mathematics

Abstract

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This paper investigates the strong approximation of general one-dimensional diffusion processes using linear transport processes. By establishing an affirmative answer to whether such approximations can exist, it builds on previous findings related to Brownian motion and explores the convergence of transport processes to diffusion phenomena. The work not only addresses a central mathematical question but also aims to develop computational methods for simulating transport processes with implications in applied sciences such as neutron transport and seismic motion.

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