Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations
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Publication:3302689
DOI10.1088/1742-5468/2016/05/054035zbMath1456.60150OpenAlexW2402481661MaRDI QIDQ3302689
M. Alaburda, Julius Ruseckas, Bronislovas Kaulakys
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/ab69bc6c2dd807affa501a1e717b0b9a9e3c4709
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Mathematical economics (91B99)
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