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  • Search: subject:"Multiplicative noise"
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Year of publication
Subject
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Multiplicative noise 23 Langevin dynamics 3 Stochastic resonance 3 multiplicative noise 3 Chemical kinetics 2 Nonlinear oscillations 2 Additive Noise 1 Additive and multiplicative noise 1 Additive noise 1 Analog simulation 1 Anomalous diffusion 1 Anonymisation of panel data 1 Anonymisierung von Paneldaten 1 Bit error rate 1 Bubbles 1 Colored multiplicative noise 1 Convergence analysis 1 Crash 1 Dynamic Noise 1 Dynamic phase 1 Dynamical probability density 1 Edge detection 1 Ermakov–Lewis invariant 1 Estimation theory 1 Euler equations 1 Euler–Maruyama method 1 Evolutionary computation 1 Exponential-logistic estimations 1 Financial market 1 Finanzmarkt 1 Fission–fusion processes 1 Fluctuation–dissipation relation 1 Genetic algorithms 1 Geometric phase 1 Getrennte Mikroaggregation 1 Girsanov formula 1 Growth rates 1 Harmonic oscillator 1 Harnack inequality 1 Hypothesis testing 1
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Online availability
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Undetermined 28 Free 2
Type of publication
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Article 31 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 29 English 3
Author
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Hasegawa, Hideo 2 Al-Ghoul, Mazen 1 Albeverio, Sergio 1 Barbato, David 1 Bessaih, Hakima 1 Bhattacharya, Satyabrata 1 Biewen, Elena 1 Cao, Li 1 Cassol-Seewald, N.C. 1 Cervantes-López, E. 1 Chattopadhyay, Sudip 1 Cialenco, Igor 1 Cribari-Neto, Francisco 1 Dvornichenko, A.V. 1 Espinoza, P.B. 1 Falta, Michael 1 Farias, R.L.S. 1 Ferrario, Benedetta 1 Fraga, E.S. 1 Frery, Alejandro C. 1 Gallegos, A. 1 García-Ligero, M.J. 1 García-Muñoz, Teresa M. 1 Geritz, S.A.H. 1 Girón, Edwin 1 Gitterman, M. 1 Gudyma, Yu.V. 1 Hermoso-Carazo, A. 1 Jha, Ketan 1 Kharchenko, D.O. 1 Krein, G. 1 Li, Jianlong 1 Li, Zhi-Bing 1 Linares-Pérez, J. 1 Liu, Liang-Gang 1 Liu, Xue-Mei 1 Lototsky, Sergey 1 Lyra, M.L. 1 Mallick, K. 1 Mallick, Kirone 1
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Institution
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Departamento de Teoría e Historia Económica, Facultad de Ciencias Económicas y Empresariales 1
Published in...
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Physica A: Statistical Mechanics and its Applications 20 AStA Wirtschafts- und Sozialstatistisches Archiv 1 Computational Optimization and Applications 1 Computational Statistics & Data Analysis 1 Finance and Stochastics 1 International Journal of Artificial Life Research (IJALR) 1 Journal of accounting, auditing & finance 1 Mathematics and Computers in Simulation (MATCOM) 1 Romanian Economic Business Review 1 Statistical Inference for Stochastic Processes 1 Statistics & Probability Letters 1 Stochastic Processes and their Applications 1 ThE Papers 1
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Source
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RePEc 30 ECONIS (ZBW) 1 Other ZBW resources 1
Showing 31 - 32 of 32
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Temporal localization of limit cycles in a noise-driven chemical oscillator
Al-Ghoul, Mazen - In: Physica A: Statistical Mechanics and its Applications 307 (2002) 3, pp. 331-353
We study the influence of multiplicative random external perturbation on the Selkov model exhibiting limit cycles. The dynamics are described by stochastic differential equations. The numerically computed ensemble averages of the concentrations exhibit temporal localization of the limit cycles...
Persistent link: https://www.econbiz.de/10010588643
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Characteristic functional approach to multiplicative fractal noise with application to environmental fluctuations in nonlinear chemical systems far from equilibrium:
Vlad, Marcel O.; Schneider, Friedemann W.; Ross, John - In: Physica A: Statistical Mechanics and its Applications 294 (2001) 1, pp. 1-22
applied to the study of fractal stochastic processes with multiplicative noise. For illustration we investigate two types of … fluctuations and environmental noise and evaluate the stochastic properties of the system in the presence of multiplicative noise …, which are independent of the detailed properties of the noise. We also study the influence of multiplicative noise on a …
Persistent link: https://www.econbiz.de/10010874502
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