Kinetic theory for financial Brownian motion from microscopic dynamics
Author:
Funder
Japan Society for the Promotion of Science
Publisher
American Physical Society (APS)
Link
http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevE.98.052317/fulltext
Reference62 articles.
1. Microscopic Analysis of a Thermal Brownian Motor
2. Brownian Refrigerator
3. Kinetic Theory of Granular Gases
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