The stochastic Weibull diffusion process: computational aspects and simulation

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

zbMATH Keywords

simulated annealingNewton-Raphsonmean functiondiscrete samplingdiffusion process estimationstochastic Weibull model

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Diffusion processes (60J60)

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A stochastic diffusion process based on the Lundqvist-Korf growth: computational aspects and simulation

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