Hurst exponents, Markov processes, and nonlinear diffusion equations
Year of publication: |
2005-12-01
|
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Authors: | Bassler, Kevin E. ; Gunaratne, Gemunu H. ; McCauley, Joseph L. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Hurst exponent | Markov process | scaling | stochastic calculus | autocorrelations | fractional Brownian motion | Tsallis model | nonlinear diffusion |
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