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An ‘excursion’ approach to an annealing problem

Published online by Cambridge University Press:  24 October 2008

Terence Chan  and
David Williams
Terence Chan
Affiliation:
Statistical Laboratory, University of Cambridge, Cambridge CB2 1SB
David Williams
Affiliation:
Statistical Laboratory, University of Cambridge, Cambridge CB2 1SB
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Extract

The following problem is the simplest of a group of problems motivated by work of Durran and Truman [1] on planetesimals.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 105 , Issue 1 , January 1989 , pp. 169 - 176
Copyright
Copyright © Cambridge Philosophical Society 1989

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References

REFERENCES

[1]Durran, R. and Truman, A.. Planetesimal diffusions. (To appear.)Google Scholar
[2]Itô, K. and McKean, H. P.. Diffusion Processes and their Sample Paths. Grundlehren Math. Wiss. no. 125 (Springer-Verlag, 1965).Google Scholar
[3]Rogers, L. C. G. and Williams, D.. Diffusions, Markov Processes, and Martingales, 2: Itô Calculus (Wiley, 1987).Google Scholar