Analytical approximation to the multidimensional Fokker–Planck equation with steady state (Q5051143)
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scientific article; zbMATH DE number 7620278
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical approximation to the multidimensional Fokker–Planck equation with steady state |
scientific article; zbMATH DE number 7620278 |
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Analytical approximation to the multidimensional Fokker–Planck equation with steady state (English)
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18 November 2022
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stochastic processes
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mean reversion
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Fokker-Planck equation
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