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

Shapovalov, Alexander; Trifonov, Andrey; Masalova, Elena

SIGMA. Symmetry, Integrability and Geometry: Methods and Applications [electronic only] (2008)

- Volume: 4, page Paper 038, 10 p., electronic only-Paper 038, 10 p., electronic only
- ISSN: 1815-0659

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topShapovalov, 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 -

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