Some problems in the simulation of nonlinear diffusion processes

Shigeyoshi Ogawa

Mathematics and Computers in Simulation (MATCOM), 1995, vol. 38, issue 1, 217-223

Abstract: This is a continuation of the preceding article Ogawa (1992), where we discussed some basic problems arising in the simulation of nonlinear diffusion procsses. In this paper, we give the improvements of the simulation procedure in the discretization scheme and in the density estiamtion procedure.

Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:38:y:1995:i:1:p:217-223

DOI: 10.1016/0378-4754(93)E0085-J

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