Copulas from the Fokker-Planck equation (Q2257535)

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Copulas from the Fokker-Planck equation
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    Copulas from the Fokker-Planck equation (English)
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    25 February 2015
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    copula
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    Fokker-Planck equation
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    marginal distribution function
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    stochastic differential equation with independent drifts and volatilities
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    inference function for margins
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