Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes
type: Item
instance of: scholarly article
title: Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes
zbMATH Open document ID: 1479.60165
author: Phiraphat Sutthimat
author: Khamron Mekchay
published in: Communications in Nonlinear Science and Numerical Simulation
publication date: 2021-12-13T00:00:00Z
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 7443101
zbMATH Keywords: closed-form formula
zbMATH Keywords: conditional moment
zbMATH Keywords: Pearson diffusion
zbMATH Keywords: inhomogeneous diffusion
zbMATH Keywords: light-tailed process
zbMATH Keywords: heavy-tailed process
Wikidata QID: Q113877807
MaRDI profile type: Publication
full work available at URL: j.cnsns.2021.106095
OpenAlex ID: W3209829307
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DOI: 10.1016/J.CNSNS.2021.106095
description: scientific article; zbMATH DE number 7443101