A new stochastic Gompertz diffusion process with threshold parameter: Computational aspects and applications

Applied Mathematics and Computation

Volumn 183, Issue 2, 2006, Pages 738-747

  Gutierrez R ^a   Gutierrez Sanchez R ^a   Nafidi, A ^a   Ramos, E ^a  

^a UNIVERSITY OF GRANADA   (Spain)

Author keywords

Average monthly salary cost; Discrete sampling; Gompertz diffusion with threshold parameter; Newton Raphson method; Simulation; Statistical inference

Indexed keywords

COMPUTER SIMULATION; DIFFERENTIAL EQUATIONS; MATHEMATICAL MODELS; PROBABILITY DENSITY FUNCTION;

AVERAGE MONTHLY SALARY COST; DISCRETE SAMPLING; GOMPERTZ DIFFUSION WITH THRESHOLD PARAMETER; NEWTON-RAPHSON METHOD; STATISTICAL INFERENCE;

RANDOM PROCESSES;

EID: 33845763967     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2006.05.099     Document Type: Article

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