The stochastic Weibull diffusion process: computational aspects and simulation
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Publication:2008855
DOI10.1016/j.amc.2018.12.017zbMath1428.60114OpenAlexW2905631966WikidataQ128690447 ScholiaQ128690447MaRDI QIDQ2008855
M. Bahij, Ahmed Nafidi, R. Gutiérrez-Sanchez, Boujemâa Achchab
Publication date: 26 November 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2018.12.017
simulated annealingNewton-Raphsonmean functiondiscrete samplingdiffusion process estimationstochastic Weibull model
Computational methods for problems pertaining to probability theory (60-08) Diffusion processes (60J60)
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