Construction of a Class of Copula Using the Finite Difference Method
The definition of a copula function and the study of its properties are at the same time not obvious tasks, as there is no general method for constructing them. In this paper, we present a method that allows us to obtain a class of copula as a solution to a boundary value problem. For this, we use t...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Wiley
2021-01-01
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| Series: | Journal of Function Spaces |
| Online Access: | http://dx.doi.org/10.1155/2021/5271105 |
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| _version_ | 1832560535159177216 |
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| author | Remi Guillaume Bagré Frédéric Béré Vini Yves Bernadin Loyara |
| author_facet | Remi Guillaume Bagré Frédéric Béré Vini Yves Bernadin Loyara |
| author_sort | Remi Guillaume Bagré |
| collection | DOAJ |
| description | The definition of a copula function and the study of its properties are at the same time not obvious tasks, as there is no general method for constructing them. In this paper, we present a method that allows us to obtain a class of copula as a solution to a boundary value problem. For this, we use the finite difference method which is a common technique for finding approximate solutions of partial differential equations which consists in solving a system of relations (numerical scheme) linking the values of the unknown functions at certain points sufficiently close to each other. |
| format | Article |
| id | doaj-art-8c98d432b44f4e2384185b6c2139f320 |
| institution | Kabale University |
| issn | 2314-8896 2314-8888 |
| language | English |
| publishDate | 2021-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Function Spaces |
| spelling | doaj-art-8c98d432b44f4e2384185b6c2139f3202025-02-03T01:27:21ZengWileyJournal of Function Spaces2314-88962314-88882021-01-01202110.1155/2021/52711055271105Construction of a Class of Copula Using the Finite Difference MethodRemi Guillaume Bagré0Frédéric Béré1Vini Yves Bernadin Loyara2UFR-ST, Université Norbert ZONGO (UNZ), BP 376 Koudougou, Burkina FasoInstitut des Sciences (IDS), Burkina FasoUniversité Joseph KI-ZERBO, Centre Universitaire Polytechnique de Kaya, BP 232 Kaya, Burkina FasoThe definition of a copula function and the study of its properties are at the same time not obvious tasks, as there is no general method for constructing them. In this paper, we present a method that allows us to obtain a class of copula as a solution to a boundary value problem. For this, we use the finite difference method which is a common technique for finding approximate solutions of partial differential equations which consists in solving a system of relations (numerical scheme) linking the values of the unknown functions at certain points sufficiently close to each other.http://dx.doi.org/10.1155/2021/5271105 |
| spellingShingle | Remi Guillaume Bagré Frédéric Béré Vini Yves Bernadin Loyara Construction of a Class of Copula Using the Finite Difference Method Journal of Function Spaces |
| title | Construction of a Class of Copula Using the Finite Difference Method |
| title_full | Construction of a Class of Copula Using the Finite Difference Method |
| title_fullStr | Construction of a Class of Copula Using the Finite Difference Method |
| title_full_unstemmed | Construction of a Class of Copula Using the Finite Difference Method |
| title_short | Construction of a Class of Copula Using the Finite Difference Method |
| title_sort | construction of a class of copula using the finite difference method |
| url | http://dx.doi.org/10.1155/2021/5271105 |
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