Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes (Q2060664)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes |
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Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes (English)
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13 December 2021
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closed-form formula
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conditional moment
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Pearson diffusion
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inhomogeneous diffusion
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light-tailed process
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heavy-tailed process
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