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The article presents a diffusion approximation model applied to investigate the behaviour of priority queues. Diffusion approximation allows us to include in queueing models fairly general assumptions. First of all it gives us a tool to consider in a natural way transient states of queues, which is vary rare in classical queueing models. Then we may consider input streams with general interarrival time distributions and servers with general service time distributions. Single server models may be easily incorporated into the network of queues. Here, we apply the diffusion approximation formalism to study transient and steady-state behavior of G/G/1 and G/G/1/N priority preemptive models. The models can be easily converted to nonpreemptive queueing discipline. Also the introduction of self-similar traffic is possible. The models may be useful in performance evaluation of mechanisms to differentiate the quality of service e.g. in WiMAX, metro networks, etc.