In deep water environments, the operational window has become narrower and narrower resulting that pressure control within the well needs more accuracy. Pressure differences between the choke line and the stand pipe in a close well operation, usually ignored in the past, may now be a determining factor on the specification of the fluid weight to control a kick. Additionally, pressure changes in the choke line that delay and undermine the transmission to the kill line and to the stand pipe have been receiving much more attention nowadays. The current work proposes a mathematical model to explain the pressure differences, delays and attenuations observed in closed well operations. The model is based on the conservation equations of mass and momentum, deals the problem as transient and compressible and the fluid motion is admitted to be one-dimensional. The drilling fluid is modeled either by the Bingham or the Power law equation. It can be anticipated that the problem is intrinsically transient and cannot be treated by a steady-state model. In addition to that, a pressure difference between two pipe ends, generated by a step change at one pipe end, can either be permanent, in case of a Bingham fluid, or reduced very smoothly, in case of a Power law fluid.