Tensor approximation of generalized correlated diffusions and functional copula operators (Q1703029)
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scientific article; zbMATH DE number 6845830
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| English | Tensor approximation of generalized correlated diffusions and functional copula operators |
scientific article; zbMATH DE number 6845830 |
Statements
Tensor approximation of generalized correlated diffusions and functional copula operators (English)
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1 March 2018
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martingale representation
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semimartingales decomposition
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copula infinitesimal generators
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0.7011004090309143
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0.6862009763717651
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0.6825573444366455
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0.6781559586524963
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0.67576003074646
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