کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1862522 | 1530651 | 2007 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Kramers–Moyal expansion for stochastic differential equations with single and multiple delays: Applications to financial physics and neurophysics
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
موضوعات مرتبط
مهندسی و علوم پایه
فیزیک و نجوم
فیزیک و نجوم (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Kramers–Moyal expansion for stochastic differential equations with single and multiple delays: Applications to financial physics and neurophysics Kramers–Moyal expansion for stochastic differential equations with single and multiple delays: Applications to financial physics and neurophysics](/preview/png/1862522.png)
چکیده انگلیسی
We present a generalized Kramers–Moyal expansion for stochastic differential equations with single and multiple delays. In particular, we show that the delay Fokker–Planck equation derived earlier in the literature is a special case of the proposed Kramers–Moyal expansion. Applications for bond pricing and a self-inhibitory neuron model are discussed.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physics Letters A - Volume 360, Issues 4–5, 8 January 2007, Pages 552–562
Journal: Physics Letters A - Volume 360, Issues 4–5, 8 January 2007, Pages 552–562
نویسندگان
T.D. Frank,