Estimation of 1-dimensional nonlinear stochastic differential equations based on higher-order partial differential equation numerical scheme and its application

机标关键词：numerical scheme、partial differential equation、compact difference scheme、probability density function、distribution function、boundary conditions、initial conditions、diffusion process、numerical tests、step function、type of

所属期刊栏目：12

分类号：TV1;O17

资助基金：the National Natural Science Foundation of ChinaGrant 11401591;the Project Sponsored by the Scientific Research Foundation for the Returned Overseas Chinese Scholars,State Education Ministry2013693;the Self-determined Research Funds of CCNU from the CollegesCCNU14A05040

在线出版日期：2017-12-15（万方平台首次上网日期，不代表论文的发表时间）

页数：共15页

页码：1441-1455