TY  - JOUR 
AU  - Nafidi, Ahmed
AU  - Moutabir, Ghizlane
AU  - Gutiérrez Sánchez, Ramón
PY  - 2019
UR  - http://hdl.handle.net/10481/58750
AB  - In this paper, we study the one-dimensional homogeneous stochastic Brennan–Schwartz
diffusion process. This model is a generalization of the homogeneous lognormal diffusion process.
What is more, it is used in various contexts of financial...
LA  - eng
PB  - MDPI
KW  - Brennan–Schwartz diffusion model
KW  - Stochastic differential equation
KW  - Inference in diffusion processes
KW  - Stationary distribution
KW  - Electricity net consumption in Morocco
TI  - Stochastic Brennan–Schwartz Diffusion Process: Statistical Computation and Application
DO  - 10.3390/math7111062
ER  -