Construction of a Class of Copula Using the Finite Difference Method. (24th July 2021)

• Record Type: Journal Article
• Authors: Bagré, Remi Guillaume; Béré, Frédéric; Loyara, Vini Yves Bernadin
• Other Names: Lastra Alberto Academic Editor.
• Is Part Of: Journal of function spaces. Volume 2021(2021)
• Publication Date: 2021-07-24
• Subjects: Function spaces -- Periodicals; 515.7305
• DOI: 10.1155/2021/5271105
• Languages: English
• ISSNs: 2314-8896

Abstract

Abstract : 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.