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Cited by 3 publications
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“…Let {X(t); t ∈ [t 0 , T]; t 0 ≥ 0} be a stochastic process taking values on (0, ∞), X(t) is a Gompertz diffusion process with parameters α, β and σ and which is denoted by Gomp(α; β; σ) if X(t) satisfies Ito's Stochastic Differential Equation (SDE) as follows (see [16,18,20,37]):…”
Section: An Overview Of the Homogeneous Gompertz Stochastic Diffusionmentioning
confidence: 99%
“…The analytical expression of the unique solution to Equation (1) is given by (see, for example, [21,37])…”
Section: An Overview Of the Homogeneous Gompertz Stochastic Diffusionmentioning
confidence: 99%