We found a match
Your institution may have rights to this item. Sign in to continue.
- Title
COPULAS ON SOBOLEV SPACES.
- Authors
Iordanov, Iordan; Chervenov, Nikolay
- Abstract
Defining a copula function and investigating its properties are both non-trivial tasks, as there is no general method for constructing them. We present a method which allows us to obtain a class of copulas as a solution of a boundary value problem in an appropriate Sobolev space. Furthermore, our method allows us to reduce the otherwise complex task of checking the 2-increasing of C-volume of the copula to simple differentiation. We demonstrate the applicability of our method to a number of examples.
- Subjects
COPULA functions; PROBABILITY theory; BOUNDARY value problems; SOBOLEV spaces; FUNCTION spaces
- Publication
Serdica Mathematical Journal, 2016, Vol 42, Issue 3/4, p335
- ISSN
1310-6600
- Publication type
Article