Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes (Q2060664)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes |
scientific article; zbMATH DE number 7443101
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes |
scientific article; zbMATH DE number 7443101 |
Statements
Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes (English)
0 references
13 December 2021
0 references
closed-form formula
0 references
conditional moment
0 references
Pearson diffusion
0 references
inhomogeneous diffusion
0 references
light-tailed process
0 references
heavy-tailed process
0 references
0 references
