Fourth Edition of the International Conference on Research in Applied Mathematics and Computer Science ICRAMCS 2022
 March 24-25-26, 2022
Online and Face-to-Face Conference

ICRAMCS, 4 (2022) | Proceedings ISSN: 2605-7700

Research Communication | Open Access
Volume 2022 | Communication ID 303
A new Stochastic Diffusion process based on the Rayleigh density function
Yassine Chakroune, Ahmed Nafidi
Academic Editor: Youssef EL FOUTAYENI
Received
Accepted
Published
January 30, 2022
March 03, 2262
April 15, 2262

Abstract: In this work we present a model of a stochastic diffusion process based on the Rayleigh distribution function. (its trend is proportional to the rayleigh probability density function). In the first part we start by obtaining the probabilistic characteristics of this model as the explicit expression of the process by applying the Ito formula. The conditional mean and mean function is analyzed to obtain fits and predictions using simulated data. Then we developed the statistical inference of the model by estimating these parameters through the maximum likelihood methodology. Finally, in order ...