Copulas from the Fokker-Planck equation (Q2257535)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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