Estimating Eigenfunctions of the Infinitesimal Generator of a Stochastic Differential Equation as Solutions of Integral Equations

We propose to estimate the eigenfunctions of the infinitesimal generator of a stochastic differential equation as the solutions of an integral equation.

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Year of publication:	2013-03-25
Authors:	Tuncer, Ruhi
Institutions:	Galatasaray Üniversitesi İktisadi Araştırmalar Merkezi (GİAM), Galatasaray Üniversitesi

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Extent:	application/pdf
Series:	GIAM Working Papers.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series GIAM Working Papers Number 13-5 4 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010840319