SETTING OF AMPLITUDE WITH MATÉRN PROCESS
نویسندگان
چکیده
All diffusion processes have default amplitudes that cannot be adjusted and we propose an adjustment via the Mat\'{e}rn process in work of Lilly\cite{4}. We use WASC model Da Fonseca\cite{3} as a reference introduce this process. obtain but major problems must solve: give sense fractional integral with respect process; church law which is noised by conditions market without arbitrage.
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ژورنال
عنوان ژورنال: Advances in Mathematics
سال: 2022
ISSN: ['1857-8365', '1857-8438']
DOI: https://doi.org/10.37418/amsj.11.3.7