Some problems in the simulation of nonlinear diffusion processes

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.

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Year of publication:	1995
Authors:	Ogawa, Shigeyoshi
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 38.1995, 1, p. 217-223
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010749060