Nonlinear Fokker-Planck equation in the model of asset returns (Q935738)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Fokker-Planck equation in the model of asset returns |
scientific article |
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Nonlinear Fokker-Planck equation in the model of asset returns (English)
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8 August 2008
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Fokker-Planck equation
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semiclassical asymptotics
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the Cauchy problem
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nonlinear evolution operator
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trajectory concentrated functions
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