Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Nonextensive thermostatistics description of intermittency in turbulence and financial markets.

From MaRDI portal
Publication:1875384
Jump to:navigation, search

DOI10.1016/S0362-546X(01)00469-2zbMath1042.82613WikidataQ105485312 ScholiaQ105485312MaRDI QIDQ1875384

Mauricio J. A. Bolzan, Reinaldo R. Rosa, Camilo Rodrigues Neto, Leonardo D. Abreu Sá, Fernando Manuel Ramos

Publication date: 26 August 2004

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)



Mathematics Subject Classification ID

Statistical turbulence modeling (76F55) Time-dependent statistical mechanics (dynamic and nonequilibrium) (82C99) Financial applications of other theories (91G80)


Related Items

Atmospheric turbulence within and above an Amazon forest, Tsallis \(q\)-triplet, intermittent turbulence and Portevin-Le Chatelier effect, Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics, Multiscaling and nonextensivity of large-scale structures in the Universe



Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1875384&oldid=14279107"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 1 February 2024, at 12:58.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki