Estimation of 1-dimensional nonlinear stochastic differential equations based on higher-order partial differential equation numerical scheme and its application (Q721469)
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scientific article; zbMATH DE number 6908493
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| English | Estimation of 1-dimensional nonlinear stochastic differential equations based on higher-order partial differential equation numerical scheme and its application |
scientific article; zbMATH DE number 6908493 |
Statements
Estimation of 1-dimensional nonlinear stochastic differential equations based on higher-order partial differential equation numerical scheme and its application (English)
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19 July 2018
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Kolmogorov partial differential equations
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transition probability density function
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transition cumulative distribution function
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compact difference scheme
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0.736735999584198
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0.7180455327033997
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0.6973680257797241
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