期刊论文详细信息
| Компьютерные исследования и моделирование | |
| Semiclassical asymptotics of nonlinear Fokker-Plank equationfor distributions of asset returns | |
| 关键词: Fokker–Plank equation; semiclassical approximation; economics; | |
| DOI : 10.20537/2076-7633-2009-1-1-41-49 | |
| 来源: DOAJ | |
【 摘 要 】
The semiclassical approximation method is applied for solution construction of the Fokker-Planck equation with quadratic nonlocal nonlinearity and various coefficients in models of asset returns estimation. Analitical expressions determining nonlinear evolution operator are obtained in semiclasical approximation.
【 授权许可】
Unknown
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