文献
J-GLOBAL ID:201702235866685916
整理番号:17A1561256
裾野の重たい分数Pearson拡散【Powered by NICT】
Heavy-tailed fractional Pearson diffusions
著者 (4件):
Leonenko N.N.
(School of Mathematics, Cardiff University, Senghennydd Road, Cardiff CF244AG, UK)
,
Papic I.
(Department of Mathematics, J.J. Strossmayer University of Osijek, Trg Ljudevita Gaja 6, HR-31000 Osijek, Croatia)
,
Sikorskii A.
(619 Red Cedar Road, Department of Statistics and Probability, Michigan State University East Lansing, MI 48824, USA)
,
Suvak N.
(Department of Mathematics, J.J. Strossmayer University of Osijek, Trg Ljudevita Gaja 6, HR-31000 Osijek, Croatia)
資料名:
Stochastic Processes and their Applications
(Stochastic Processes and their Applications)
巻:
127
号:
11
ページ:
3512-3535
発行年:
2017年
JST資料番号:
A1253A
ISSN:
0304-4149
資料種別:
逐次刊行物 (A)
記事区分:
原著論文
発行国:
オランダ (NLD)
言語:
英語 (EN)