Efficient Stable Ways to Calculate Continued Fraction Coefficients From some Series.
Estimation of polynomial roots by continued fractions
Evaluation of the Fermi-Dirac integral of half-integer order
Excursions of diffusion processes and continued fractions
It is well-known that the excursions of a one-dimensional diffusion process can be studied by considering a certain Riccati equation associated with the process. We show that, in many cases of interest, the Riccati equation can be solved in terms of an infinite continued fraction. We examine the probabilistic significance of the expansion. To illustrate our results, we discuss some examples of diffusions in deterministic and in random environments.
Extremely non-normal continued fractions