Non-ideal Brownian motion, generalized Langevin equation and its application to the security market
type: Item
instance of: scholarly article
title: Non-ideal Brownian motion, generalized Langevin equation and its application to the security market
zbMATH Open document ID: 1153.91570
DOI: 10.1007/BF00868082
author: Masafumi Takahashi
published in: Financial Engineering and the Japanese Markets
publication date: 2009-02-06T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 5503444
zbMATH Keywords: non-ideal Brownian motion
zbMATH Keywords: generalized Langevin equation
zbMATH Keywords: memory
zbMATH Keywords: time dependent nonlinear differential equation
zbMATH Keywords: Fourier-Laplace transform
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf00868082
OpenAlex ID: W2078864165
description: scientific article; zbMATH DE number 5503444