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A γ-power stochastic Lundqvist-Korf diffusion process: Computational aspects and simulation Cover

A γ-power stochastic Lundqvist-Korf diffusion process: Computational aspects and simulation

Moroccan Journal of Pure and Applied Analysis
Volume 8 (2022): Issue 3 (September 2022)
By: El Azri Abdenbi and  Nafidi Ahmed  
Open Access
|Oct 2022
Authors

Authors

El Azri Abdenbi

a.elazri@uhp.ac.ma

Department of Mathematics and Computer Science, Laboratory of Systems Modelization and Analysis for Decision Support, Berrechid, Morocco

Nafidi Ahmed

ahmed.nafidi@uhp.ac.ma

Department of Mathematics and Computer Science, Laboratory of Systems Modelization and Analysis for Decision Support, Berrechid, Morocco
DOI: https://doi.org/10.2478/mjpaa-2022-0025 | Journal eISSN: 2351-8227
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Language: English
Page range: 364 - 374
Submitted on: Aug 13, 2022
Accepted on: Sep 24, 2022
Published on: Oct 11, 2022
Published by: Sciendo
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
Stochastic Lundqvist-Korf diffusion process,
Maximum likelihood estimation,
Simulated annealing method,
Statistical inference in diffusion process,
Simulation
Related subjects:
Mathematics,
Analysis,
Differential equations and dynamical systems,
Probability and statistics,
Numerical and computational mathematics

© 2022 El Azri Abdenbi, Nafidi Ahmed, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Volume 8 (2022): Issue 3 (September 2022)
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