1 code implementation • 24 Sep 2019 • Alberto Pessia, Jing Tang
To overcome this difficulty we will rewrite the transition probability in terms of a Gaussian hypergeometric function and subsequently obtain a three-term recurrence relation for its accurate evaluation.
Numerical Analysis Numerical Analysis Probability Methodology 65Q30 (Primary), 60J80 (Secondary), 33C05, 62F10, 62M05
