Markov analysis and Kramers-Moyal expansion of nonstationary stochastic processes with application to the fluctuations in the oil price

✍ Scribed by Ghasemi, Fatemeh; Sahimi, Muhammad; Peinke, J.; Friedrich, R.; Jafari, G. Reza; Tabar, M. Reza Rahimi

• Book ID: 120760927
• Publisher: The American Physical Society
• Year: 2007
• Tongue: English
• Weight: 160 KB
• Volume: 75
• Category: Article
• ISSN: 1063-651X
• DOI: 10.1103/PhysRevE.75.060102