A reflected diffusion process in a regime-switching environment.

Bong-Gyu Jang Gyoocheol Shim

Published in: Oper. Res. Lett. (2008)

Keyphrases

diffusion process
anisotropic diffusion
diffusion processes
impurity atom
diffusion model
brownian motion
diffusion equation
multiscale
information diffusion
gradient vector flow
reaction diffusion
computer vision
computational complexity
motion analysis
flow field
homogeneous areas