Stochastic differential equations applied to the study of geophysical and financial time series
type: Item
instance of: scholarly article
title: Stochastic differential equations applied to the study of geophysical and financial time series
zbMATH Open document ID: 1400.60107
author: Osei K. Tweneboah
author: Maria C. Mariani
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 60J70
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 86A32
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6977591
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: Ornstein-Uhlenbeck processes
zbMATH Keywords: geophysical time series
zbMATH Keywords: financial time series
MaRDI profile type: Publication
full work available at URL: j.physa.2015.09.080
OpenAlex ID: W2178412283
Wikidata QID: Q125964951
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cites work: Q3184722
cites work: Natural exponential families and self-decomposability
cites work: Detecting market crashes by analysing long-memory effects using high-frequency data
DOI: 10.1016/J.PHYSA.2015.09.080
description: scientific article; zbMATH DE number 6977591