Nalazite se na CroRIS probnoj okolini. Ovdje evidentirani podaci neće biti pohranjeni u Informacijskom sustavu znanosti RH. Ako je ovo greška, CroRIS produkcijskoj okolini moguće je pristupi putem poveznice www.croris.hr
izvor podataka: crosbi

Theoretical and simulation results on heavy-tailed fractional Pearson diffusions (CROSBI ID 654429)

Prilog sa skupa u zborniku | izvorni znanstveni rad | međunarodna recenzija

Leonenko, Nikolai ; Papić, Ivan ; Sikorskii, Alla ; Šuvak, Nenad Theoretical and simulation results on heavy-tailed fractional Pearson diffusions // Proceedings of the 20th European Young Statisticians Meeting. Uppsala, 2017. str. 95-103

Podaci o odgovornosti

Leonenko, Nikolai ; Papić, Ivan ; Sikorskii, Alla ; Šuvak, Nenad

engleski

Theoretical and simulation results on heavy-tailed fractional Pearson diffusions

We define heavy-tailed fractional reciprocal gamma and Fisher-Snedecor diffusions by a non-Markovian time change in the corresponding Pearson diffusions. We illustrate known theoretical results regarding these fractional diffusions via simulations.

Fractional diffusion, Pearson diffusion, Stable subordinator, Transition density, Simulations

nije evidentirano

nije evidentirano

nije evidentirano

nije evidentirano

nije evidentirano

nije evidentirano

Podaci o prilogu

95-103.

2017.

objavljeno

Podaci o matičnoj publikaciji

Proceedings of the 20th European Young Statisticians Meeting

Uppsala:

Podaci o skupu

20th European Young Statisticians Meeting

predavanje

14.08.2017-18.08.2017

Uppsala, Švedska

Povezanost rada

nije evidentirano