Mario Lefebvre, "Using a Jump-Diffusion Process to Estimate Return-Period Flows," WSEAS Transactions on Mathematics, vol. 25, pp. 352-361, 2026, DOI:10.37394/23206.2026.25.35
Mario Lefebvre. Using a Jump-Diffusion Process to Estimate Return-Period Flows.
WSEAS Transactions on Mathematics. 2026;25:352-361. 10.37394/23206.2026.25.35
WSEAS Transactions on Mathematics
Print ISSN: 1109-2769, E-ISSN: 2224-2880
Volume 25, 2026
Using a Jump-Diffusion Process to Estimate Return-Period Flows
Author:
Abstract: To estimate return-period flows in hydrology, a model based on a jump-diffusion process is used. In
addition to the four model parameters, the dispersion parameter is also estimated for periods of rapid increase
or decrease in flow. Simulations of the stochastic process are then performed. Using these simulations, the
probabilities of exceeding significant flow values are estimated. Return-period flow estimates are obtained by
interpolation or extrapolation, and are compared with the corresponding values calculated by hydrologists for the
Delaware River in the United States.
Pages: 352-361 WSEAS Transactions on Mathematics, ISSN / E-ISSN: 1109-2769 / 2224-2880, Volume 25, 2026, Art. #35 DOI: 10.37394/23206.2026.25.35
×
Citation Tools