Nonlinear Fokker-Planck equation in the model of asset returns.

Shapovalov, Alexander, Trifonov, Andrey, and Masalova, Elena. "Nonlinear Fokker-Planck equation in the model of asset returns.." SIGMA. Symmetry, Integrability and Geometry: Methods and Applications [electronic only] 4 (2008): Paper 038, 10 p., electronic only-Paper 038, 10 p., electronic only. <http://eudml.org/doc/55802>.

@article{Shapovalov2008,
author = {Shapovalov, Alexander, Trifonov, Andrey, Masalova, Elena},
journal = {SIGMA. Symmetry, Integrability and Geometry: Methods and Applications [electronic only]},
keywords = {Fokker-Planck equation; semiclassical asymptotics; the Cauchy problem; nonlinear evolution operator; trajectory concentrated functions},
language = {eng},
pages = {Paper 038, 10 p., electronic only-Paper 038, 10 p., electronic only},
publisher = {Department of Applied Research, Institute of Mathematics of National Academy of Sciences of Ukraine},
title = {Nonlinear Fokker-Planck equation in the model of asset returns.},
url = {http://eudml.org/doc/55802},
volume = {4},
year = {2008},
}

TY - JOUR
AU - Shapovalov, Alexander
AU - Trifonov, Andrey
AU - Masalova, Elena
TI - Nonlinear Fokker-Planck equation in the model of asset returns.
JO - SIGMA. Symmetry, Integrability and Geometry: Methods and Applications [electronic only]
PY - 2008
PB - Department of Applied Research, Institute of Mathematics of National Academy of Sciences of Ukraine
VL - 4
SP - Paper 038, 10 p., electronic only
EP - Paper 038, 10 p., electronic only
LA - eng
KW - Fokker-Planck equation; semiclassical asymptotics; the Cauchy problem; nonlinear evolution operator; trajectory concentrated functions
UR - http://eudml.org/doc/55802
ER -