Higher-order analysis within Weierstrass hierarchical walks

Computer Physics Communications

Volumn 147, Issue 1-2, 2002, Pages 565-569

  Kutner, R ^a  

^a UNIVERSITY OF WARSAW   (Poland)

Author keywords

Hurst exponent; Kurtosis; L vy walks; Weierstrass walks

Indexed keywords

ALGORITHMS; DIFFUSION; MATHEMATICAL MODELS; PHASE DIAGRAMS; PROBABILITY DENSITY FUNCTION; TIME SERIES ANALYSIS;

WEIERSTRASS HIERARCHICAL WALKS;

RANDOM PROCESSES;

EID: 0036681588     PISSN: 00104655     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0010-4655(02)00359-4     Document Type: Conference Paper

References (8)

1. Critical phenomena in natural sciences
2. Theory of financial risk
3. An introduction to econophysics
4. Stochastic processes
5. Anomalous diffusion.From basics to applications