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On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations
Gaussian processes Fokker-Planck-Kolmogorov equations
2010/11/18
This paper establishes Fokker-Planck-Kolmogorov type equations for time-changed Gaussian processes. Examples include those equations for a time-changed fractional Brownian motion with time-dependent ...
About Some Applications of Kolmogorov Equations to the Simulation of Financial Institutions Activity
financial institution bank high-level model simulation system dynamics differential equations Kolmogorov equations
2010/11/3
The goal of this article is to describe the concepts of system dynamics and its applications to
the simulation modeling of financial institutions daily activity. The hybrid method of the reengineerin...