Langevin equations from time series
Author:
Publisher
American Physical Society (APS)
Subject
Industrial and Manufacturing Engineering,Metals and Alloys,Strategy and Management,Mechanical Engineering
Link
http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevE.71.027101/fulltext
Reference20 articles.
1. Description of a Turbulent Cascade by a Fokker-Planck Equation
2. Statistical properties of a turbulent cascade
3. Analysis of data sets of stochastic systems
4. Analysis of time series from stochastic processes
5. How to Quantify Deterministic and Random Influences on the Statistics of the Foreign Exchange Market
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