Pages that link to "Item:Q413731"
From MaRDI portal
The following pages link to High-order approximation of Pearson diffusion processes (Q413731):
Displaying 5 items.
- Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data (Q2058882) (← links)
- Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes (Q2060664) (← links)
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
- Transient numerical approximation of hyperbolic diffusions and beyond (Q2104070) (← links)
- Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients (Q2510016) (← links)