Hidden Geometry of Bidirectional Grid-Constrained Stochastic Processes
Bidirectional Grid Constrained (BGC) stochastic processes (BGCSPs) are constrained Itô diffusions with the property that the further they drift away from the origin, the more the resistance to movement in that direction they undergo. The underlying characteristics of the BGC parameter ΨXt,t are inve...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2021-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2021/9944543 |