Concepedia

Multidimensional Diffusions

Multidimensional Diffusions is a stochastic process model that extends univariate diffusion processes to higher-dimensional spaces, characterizing the joint, continuous-time evolution of multiple interdependent random variables governed by a system of coupled stochastic differential equations.

122

Publications

8K

Citations

178

Authors

144

Institutions

Publications per year

2017–2026

14

Variants

Multidimensional Diffusion Processes

Parents

Publications

122

Multidimensional nonlinear diffusion arising in population genetics

D. G. Aronson, Hans F. Weinberger · Advances in Mathematics · 1978 · 1.9K citations

, , +14

MULTI-DIMENSIONAL DIFFUSION PROCESSES

J. F. C. Kingmán · Bulletin of the London Mathematical Society · 1980 · 1.3K citations

, , +10

ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS

A J Veretennikov · Mathematics of the USSR-Sbornik · 1981 · 413 citations

, , +14

Multidimensional advection and fractional dispersion

Mark M. Meerschaert, David A. Benson, Boris Bäumer · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1999 · 295 citations

, , +13

An analysis for heat equations arises in diffusion process using new Yang‐Abdel‐Aty‐Cattani fractional operator

Sunil Kumar, Surath Ghosh, Bessem Samet et al. · Mathematical Methods in the Applied Sciences · 2020 · 189 citations

, , +16

1–5 of 122

Authors

178

  1. JR
    John R. King

    University of Nottingham, United Kingdom

    4 publications · 134 citations

    4

    h-index

  2. KS
    Ken‐iti Sato

    Keio University, Japan

    4 publications · 264 citations

    4

    h-index

  3. SW
    Shinzo Watanabe

    Kyoto University, Japan

    4 publications · 194 citations

    4

    h-index

  4. SP
    Soumik Pal

    University of Washington, United States

    3 publications · 65 citations

    3

    h-index

  5. RC
    Roman Cherniha

    Institute of Mathematics, Ukraine

    3 publications · 110 citations

    3

    h-index

1–5 of 178

Institutions

144

  1. Weierstrass Institute for Applied Analysis and Stochastics

    Berlin, Germany

    3 h-index

    4 publications

    123 citations

  2. University of California San Diego

    San Diego, United States

    3 h-index

    5 publications

    103 citations

  3. Laboratoire de Probabilités et Modèles Aléatoires

    Paris, France

    3 h-index

    4 publications

    152 citations

  4. Wayne State University

    Detroit, United States

    3 h-index

    4 publications

    49 citations

  5. University of Nottingham

    Nottingham, United Kingdom

    3 h-index

    3 publications

    113 citations

  6. Kyushu University

    Fukuoka, Japan

    3 h-index

    3 publications

    194 citations

  7. Université Paris Cité

    Paris, France

    3 h-index

    4 publications

    98 citations

  8. University of California, Berkeley

    Berkeley, United States

    3 h-index

    4 publications

    68 citations

1–8 of 144

Venues

  1. The Annals of Probability

    10 publications · 602 citations

    10

    h-index

  2. Probability Theory and Related Fields

    5 publications · 185 citations

    5

    h-index

  3. Stochastic Processes and their Applications

    4 publications · 209 citations

    4

    h-index

  4. SIAM Journal on Control and Optimization

    4 publications · 144 citations

    4

    h-index

  5. 3

    h-index

1–5