Powers of the Stochastic Gompertz and Lognormal Diffusion Processes, Statistical Inference and Simulation
In this paper, we study a new family of Gompertz processes, defined by the power of the homogeneous Gompertz diffusion process, which we term the powers of the stochastic Gompertz diffusion process. First, we show that this homogenous Gompertz diffusion process is stable, by power transformation, an...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-04-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/8/4/588 |