Scientiae Mathematicae Japonicae
Online ISSN : 1346-0447
SOME ANALYTICAL AND STATISTICAL ASPECTS RELATED TO 2D LOGNORMAL DIFFUSION RANDOM FIELDS
Gutiérrez R.Roldán C.
Author information
JOURNAL FREE ACCESS

2007 Volume 66 Issue 2 Pages 255-274

Details
Abstract
This paper introduces 2D lognormal diffusion random fields through their transition densities and studies the main analytical and statistical characteristics of these fields, based on the theoretical formulation for diffusion random fields given in [14]. Lognormal diffusions are characterized here in terms of stochastic partial differential equations, and Kolmogorov’s forward equation is obtained.
Content from these authors
© 2007 International Society for Mathematical Sciences
Previous article Next article
feedback
Top