Forecasting via Fokker-Planck using conditional probabilities

DOI10.1007/978-3-319-96944-2_1zbMath1414.62395OpenAlexW2895412980MaRDI QIDQ2419605

Chris Montagnon

Publication date: 14 June 2019

Full work available at URL: https://doi.org/10.1007/978-3-319-96944-2_1

zbMATH Keywords

Fokker-Planck equationconditional probabilityforecastingstock controlparameter distribution

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

This page was built for publication: Forecasting via Fokker-Planck using conditional probabilities