Analytical approximation to the multidimensional Fokker–Planck equation with steady state (Q5051143): Difference between revisions

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Revision as of 22:00, 30 July 2024

scientific article; zbMATH DE number 7620278
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English
Analytical approximation to the multidimensional Fokker–Planck equation with steady state
scientific article; zbMATH DE number 7620278

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    Analytical approximation to the multidimensional Fokker–Planck equation with steady state (English)
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    18 November 2022
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    stochastic processes
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    mean reversion
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    Fokker-Planck equation
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