Результаты поиска по 'Fokker–Plank equation':
Найдено статей: 1
  1. Trifonov A.Y., Masalova E.A., Shapovalov A.V.
    Semiclassical asymptotics of nonlinear Fokker–Plank equation for distributions of asset returns
    Computer Research and Modeling, 2009, v. 1, no. 1, pp. 41-49

    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.

    Keywords: Fokker–Plank equation, semiclassical approximation, economics.
    Citations: 1 (RSCI).

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