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Infinite product expansion of the Fokker-Planck equation with steady-state solution

Martin, RJ, Craster, RV and Kearney, MJ (2015) Infinite product expansion of the Fokker-Planck equation with steady-state solution PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 471 (2179), ARTN 20150.

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Item Type: Article
Authors :
NameEmailORCID
Martin, RJUNSPECIFIEDUNSPECIFIED
Craster, RVUNSPECIFIEDUNSPECIFIED
Kearney, MJUNSPECIFIEDUNSPECIFIED
Date : 8 July 2015
Identification Number : 10.1098/rspa.2015.0084
Uncontrolled Keywords : Science & Technology, Multidisciplinary Sciences, Science & Technology - Other Topics, Ornstein-Uhlenbeck process, infinite product, asymptotics, diffusion, mathematical finance, DIFFUSION
Related URLs :
Depositing User : Symplectic Elements
Date Deposited : 28 Mar 2017 11:00
Last Modified : 31 Oct 2017 18:20
URI: http://epubs.surrey.ac.uk/id/eprint/810846

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