Conceptio › Archive › arXiv (All)
arXiv (All) open access

From a Hierarchy of Stochastic Differential Equations to a Hierarchy of Generalized Beta Distributions

Shao, Siqi et al.
arXiv (All) · Papers
Open Source ↗Direct PDF ↓
data-analysiseconometricsstatistical-financestatistical-mechanicsstatistics-and-probability
We introduce a mean-reverting stochastic differential equation with a three-component stochastic term and show that it generates a hierarchy of steady-state (stationary) distributions. At the top level, the hierarchy is described by a modified-Beta distribution, while one- and two-parameter reductio
Conceptio Open Archive

Analyze & explore related research in Conceptio

Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.

This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗

Related documents

Record · ID 1234901
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive