A γ-power stochastic Lundqvist-Korf diffusion process: Computational aspects and simulation
In this paper, we introduce a new family of stochastic Lundqvist-Korf diffusion process, defined from a g-power of the Lundqvist-Korf diffusion process. First, we determine the probabilistic characteristics of the process, such as its analytic expression, the transition probability density function...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2022-09-01
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| Series: | Moroccan Journal of Pure and Applied Analysis |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/mjpaa-2022-0025 |