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Moroccan Journal of Pure and Applied Analysis
Volume 8 (2022): Issue 3 (September 2022)
Open Access
A
γ
-power stochastic Lundqvist-Korf diffusion process: Computational aspects and simulation
El Azri Abdenbi
El Azri Abdenbi
Department of Mathematics and Computer Science, Laboratory of Systems Modelization and Analysis for Decision Support
Berrechid, Morocco
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Abdenbi, El Azri
and
Nafidi Ahmed
Nafidi Ahmed
Department of Mathematics and Computer Science, Laboratory of Systems Modelization and Analysis for Decision Support
Berrechid, Morocco
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Ahmed, Nafidi
Oct 11, 2022
Moroccan Journal of Pure and Applied Analysis
Volume 8 (2022): Issue 3 (September 2022)
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Published Online:
Oct 11, 2022
Page range:
364 - 374
Received:
Aug 13, 2022
Accepted:
Sep 24, 2022
DOI:
https://doi.org/10.2478/mjpaa-2022-0025
Keywords
Stochastic Lundqvist-Korf diffusion process
,
Maximum likelihood estimation
,
Simulated annealing method
,
Statistical inference in diffusion process
,
Simulation
© 2022 El Azri Abdenbi et al., published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.
