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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 1 - 10 of 32
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NUMERICAL METHODS FOR SOLVING SDES CASE STUDY
Solomon, Ovidiu - In: Romanian Economic Business Review 6 (2012) 2, pp. 359-367
multiplicative noise. The exact solution is obtained by applying the Ito's lemma. It is worth mentioning that not always the …
Persistent link: https://www.econbiz.de/10010618178
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Estimation of Dynamic Noise in Mandelbrot Map
Jha, Ketan; Rani, Mamta - In: International Journal of Artificial Life Research (IJALR) 7 (2017) 2, pp. 1-20
Julia and Mandelbrot sets have been studied continuously attracting fractal scientists since their creation. As a result, Julia and Mandelbrot sets have been analyzed intensively. In this article, researchers have studied the effect of noise on these sets and analyzed perturbation. Continuing...
Persistent link: https://www.econbiz.de/10012042917
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Recursive linear estimation for discrete time systems in the presence of different multiplicative observation noises
García-Muñoz, Teresa M.; Sánchez-González, Carlos - Departamento de Teoría e Historia Económica, Facultad … - 2009
This paper describes a design for a least mean square error estimator in discrete time systems where the components of the state vector, in measurement equation, are corrupted by different multiplicative noises in addition to observation noise. We show how known results can be considered a...
Persistent link: https://www.econbiz.de/10008469051
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Tsallis distributions, Lévy walks and correlated-type anomalous diffusion result from state-dependent diffusion
Reynolds, A.M.; Geritz, S.A.H. - In: Physica A: Statistical Mechanics and its Applications 424 (2015) C, pp. 317-321
(subdiffusion, superdiffusion and superballistic movements), Lévy walks and multiplicative noise. Our analyses find empirical …
Persistent link: https://www.econbiz.de/10011194009
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Ermakov systems with multiplicative noise
Cervantes-López, E.; Espinoza, P.B.; Gallegos, A.; … - In: Physica A: Statistical Mechanics and its Applications 401 (2014) C, pp. 141-147
–Lewis invariant is not affected by the multiplicative noise in the three particular examples presented in this work, whereas there is …
Persistent link: https://www.econbiz.de/10011062872
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On a stochastic Leray-α model of Euler equations
Barbato, David; Bessaih, Hakima; Ferrario, Benedetta - In: Stochastic Processes and their Applications 124 (2014) 1, pp. 199-219
We deal with the 3D inviscid Leray-α model. The well posedness for this problem is not known; by adding a random perturbation we prove that there exists a unique (in law) global solution. The random forcing term formally preserves conservation of energy. The result holds for the initial...
Persistent link: https://www.econbiz.de/10011064935
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Stochastic resonance in bistable systems with nonlinear dissipation and multiplicative noise: A microscopic approach
Hasegawa, Hideo - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 10, pp. 2532-2546
We have studied the stochastic resonance (SR) of bistable systems coupled to a bath with a nonlinear system–bath interaction, by using the microscopic, generalized Caldeira–Leggett (CL) model. The adopted CL model yields the non-Markovian Langevin equation with nonlinear dissipation and...
Persistent link: https://www.econbiz.de/10011058878
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Harnack inequality for semilinear SPDE with multiplicative noise
Zhang, Shao-Qin - In: Statistics & Probability Letters 83 (2013) 4, pp. 1184-1192
equations in the Hilbert space with multiplicative noise by perturbing the linear term of the equation by a suitable linear …
Persistent link: https://www.econbiz.de/10010662308
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The impact of exponential growth variables on regression models of the market-accounting relation
Falta, Michael; Willett, Roger J. - In: Journal of accounting, auditing & finance 28 (2013) 3, pp. 243-272
Persistent link: https://www.econbiz.de/10009783363
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Nonparametric edge detection in speckled imagery
Girón, Edwin; Frery, Alejandro C.; Cribari-Neto, Francisco - In: Mathematics and Computers in Simulation (MATCOM) 82 (2012) 11, pp. 2182-2198
We address the issue of edge detection in Synthetic Aperture Radar imagery. In particular, we propose nonparametric methods for edge detection, and numerically compare them to an alternative method that has been recently proposed in the literature. Our results show that some of the proposed...
Persistent link: https://www.econbiz.de/10011051069
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