INITIAL CORRELATIONS OF THE MULTIPLICATIVE PROCESS, DRIVEN BY RANDOM JUMPS

被引：8

|

作者：

ARNOLDUS, HF

NIENHUIS, G

机构：

来源：

JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL | 1986年 / 19卷 / 09期

关键词：

D O I：

10.1088/0305-4470/19/9/035

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

引用

收藏

页码：1629 / 1643

页数：15

相关论文

共 50 条

[21] On stability of stochastic differential equations with random impulses driven by Poisson jumps
Anguraj, A.
Ravikumar, K.
Nieto, Juan J.
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2021, 93 (05) : 682 - 696
[22] Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process
Charlotte Dion
Sarah Lemler
Statistical Inference for Stochastic Processes, 2020, 23 : 489 - 515
[23] Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process
Dion, Charlotte
Lemler, Sarah
STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES, 2020, 23 (03) : 489 - 515
[24] A controllable model of a random multiplicative process for the entire distribution of population
Tomita, Shinji
Hayashi, Yukio
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2008, 387 (5-6) : 1345 - 1351
[25] Multiplicative random cascades with additional stochastic process in financial markets
Jun-ichi Maskawa
Koji Kuroda
Joshin Murai
Evolutionary and Institutional Economics Review, 2018, 15 (2) : 515 - 529
[26] THE AVERAGE NUMBER OF CROSSINGS OF A THRESHOLD LEVEL BY A MULTIPLICATIVE RANDOM PROCESS
GOLOVKOV, VA
PIMNEV, SV
TELECOMMUNICATIONS AND RADIO ENGINEERING, 1991, 46 (01) : 100 - 103
[27] Multiplicative random cascades with additional stochastic process in financial markets
Maskawa, Jun-ichi
Kuroda, Koji
Murai, Joshin
EVOLUTIONARY AND INSTITUTIONAL ECONOMICS REVIEW, 2018, 15 (02) : 515 - 529
[28] Average number of crossings of a threshold level by a multiplicative random process
Golovkov, V.A.
Pimnev, S.V.
Telecommunications and Radio Engineering (English translation of Elektrosvyaz and Radiotekhnika), 1991, 46 (01): : 100 - 103
[29] Apparent scale correlations in a random multifractal process
Cleve, J.
Schmiegel, J.
Greiner, M.
EUROPEAN PHYSICAL JOURNAL B, 2008, 63 (01): : 109 - 116
[30] Apparent scale correlations in a random multifractal process
J. Cleve
J. Schmiegel
M. Greiner
The European Physical Journal B, 2008, 63 : 109 - 116

← 1 2 3 4 5 →