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Numerical exploration of dynamic behavior of the ornstein-uhlenbeck process via ehrenfest process approximation
http://hdl.handle.net/2241/847
http://hdl.handle.net/2241/84742f66b07-6a55-4eb3-a071-21a674c09235
名前 / ファイル | ライセンス | アクション |
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1.pdf (281.3 kB)
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Item type | Research Paper(1) | |||||
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公開日 | 2007-03-01 | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | Numerical exploration of dynamic behavior of the ornstein-uhlenbeck process via ehrenfest process approximation | |||||
言語 | ||||||
言語 | jpn | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_18ws | |||||
タイプ | research report | |||||
アクセス権 | ||||||
アクセス権 | open access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_abf2 | |||||
著者 |
Sumita, Ushio
× Sumita, Ushio× 後藤, 順哉× Jin, Hui |
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書誌情報 |
発行日 2003 |
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シリーズ | ||||||
言語 | en | |||||
関連名称 | Institute of Socio-Economic Planning discussion paper series ~ no. 1050 |