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.

中文翻译：

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用有限差分法构造一类Copula

copula 函数的定义及其性质的研究同时不是显而易见的任务，因为没有构造它们的通用方法。在本文中，我们提出了一种方法，该方法允许我们获得一类 copula 作为边值问题的解决方案。为此，我们使用有限差分法，这是一种寻找偏微分方程近似解的常用技术，该方法包括求解一个关系系统（数值方案），该系统将某些点上的未知函数的值彼此足够接近。