Numerical exploration of dynamic behavior of the ornstein-uhlenbeck process via ehrenfest process approximation

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Numerical exploration of dynamic behavior of the ornstein-uhlenbeck process via ehrenfest process approximation

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Institute of Socio-Economic Planning discussion paper series ~ no. 1050

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Material Type: 文書・図像類
Title: Numerical exploration of dynamic behavior of the ornstein-uhlenbeck process via ehrenfest process approximation
Author/Editor: Sumita, Ushio
後藤, 順哉
Jin, Hui
Author Heading: Sumita, Ushio
後藤, 順哉
Jin, Hui
Publication Date: 2003
Publication Date (W3CDTF): 2003
Text Language Code: jpn
Target Audience: 一般
Format (IMT): application/pdf
Source: https://tsukuba.repo.nii.ac.jp/record/335/files/1.pdf （fulltext）
https://tsukuba.repo.nii.ac.jp/record/335/files/1.pdf
Access Restrictions: インターネット公開
Related Material: Institute of Socio-Economic Planning discussion paper series ~ no. 1050
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 筑波大学 : つくばリポジトリ