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Modeling volatility of disaster-affected populations: A non-homogeneous geometric-skew Brownian motion approach.
Giacomo Ascione
Michele Bufalo
Giuseppe Orlando
Published in:
Commun. Nonlinear Sci. Numer. Simul. (2024)
Keyphrases
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brownian motion
optimal stopping
differential equations
optimal control
vector valued
poisson process
stochastic process
special case
stock market
markov chain
diffusion process
stochastic processes
stochastic differential equations