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Geometric analysis of nonlinear dynamics in application to financial time series - MaRDI portal

Geometric analysis of nonlinear dynamics in application to financial time series (Q2680020)

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Geometric analysis of nonlinear dynamics in application to financial time series
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    Geometric analysis of nonlinear dynamics in application to financial time series (English)
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    26 January 2023
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    stochastic differential equation
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    nonparametric filter
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    vector field
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    geodesics
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