Reconstruction of the modified discrete Langevin equation from persistent time series

DOI10.1063/1.4951683zbMath1361.62052OpenAlexW2404970433WikidataQ39718384 ScholiaQ39718384MaRDI QIDQ5347082

Zbigniew Czechowski

Publication date: 19 May 2017

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.4951683

Mathematics Subject Classification ID

Discrete version of topics in analysis (39A12) Time series analysis of dynamical systems (37M10)

Related Items (4)

Detrended fluctuation analysis of the Ornstein-Uhlenbeck process: Stationarity versus nonstationarity ⋮ Bi-SOC-states in one-dimensional random cellular automaton ⋮ Discrete Langevin-type equation for p-order persistent time series and procedure of its reconstruction ⋮ Replicator equations induced by microscopic processes in nonoverlapping population playing bimatrix games

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