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Springer电子图书(1)
SpringerLink电子期刊(6)
Elsevier电子期刊(22)
在“
Elsevier电子期刊
”中,
命中:
22
条,耗时:小于0.01 秒
在所有数据库中总计命中:
29
条
1.
A functional limit theorem for stochastic integrals driven by a time-changed symmetric -stable L茅vy process
作者:
Enrico
Scalas
;
No猫lia Viles
关键词:
primary
;
60G50
;
60F17
;
33E12
;
26A33
刊名:Stochastic Processes and their Applications
出版年:January, 2014
2.
Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case
作者:
Guido Germano
;
Mauro Politi
;
Enrico
Scalas
;
René
;
L. Schilling
关键词:
Continuous-time random walk
;
Stochastic integrals
;
Stochastic jump process
;
Stochastic theory
;
Stochastic model
;
Probabilistic model
;
Probabilistic simulation
;
Monte Carlo
;
Econophysics
刊名:Communications in Nonlinear Science and Numerical Simulation
出版年:2010
3.
The distribution of first-passage times and durations in FOREX and future markets
作者:
Naoya Sazuka
;
Jun-ichi Inoue
;
Enrico
Scalas
关键词:
Stochastic process
;
Time interval distribution
;
Mittag–
;
Leffler survival function
;
Weibull distribution
;
The Sony Bank USD/JPY rate
;
BTP futures
;
Average waiting time
;
Gini index
刊名:Physica A
出版年:2009
4.
A random telegraph signal of Mittag-Leffler type
作者:
Simone Ferraro
;
Michele Manzini
;
Aldo Masoero
;
Enrico
Scalas
关键词:
Random telegraph signal
;
Dichotomous noise
;
Mittag-Leffler function
刊名:Physica A
出版年:2009
5.
Analysis of price fluctuations in futures exchange markets
作者:
Gyuchang Lim
;
SooYong Kim
;
Enrico
Scalas
;
Kyungsik Kim
;
Ki-Ho Chang
关键词:
Fokker–
;
Planck equation
;
Drift and diffusion coefficients
;
Kramers–
;
Moyal coefficient
;
KTB
刊名:Physica A
出版年:2008
6.
Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets
作者:
Gyuchang Lim
;
SooYong Kim
;
Kyungsik Kim
;
Dong-In Lee
;
Enrico
Scalas
关键词:
Equilibrium and out-of-equilibrium states
;
Two-phase phenomenon
;
Critical volatility
;
KTB
刊名:Physica A
出版年:2008
7.
Fitting the empirical distribution of intertrade durations
作者:
Mauro Politi
;
Enrico
Scalas
关键词:
Econophysics
;
Waiting times
;
Non-exponential distribution
;
Power law
刊名:Physica A
出版年:2008
8.
Accuracy and robustness of clustering algorithms for small-size applications in bioinformatics
作者:
Pamela Minicozzi
;
Fabio Rapallo
;
Enrico
Scalas
;
Francesco Dondero
关键词:
Clustering
;
DNA microarray
;
Accuracy
;
Robustness
刊名:Physica A
出版年:2008
9.
Volatilities, traded volumes, and the hypothesis of price increments in derivative securities
作者:
Gyuchang Lim
;
SooYong Kim
;
Enrico
Scalas
;
Kyungsik Kim
关键词:
Detrended fluctuation analysis
;
KTB
;
Volatilities
;
Traded volume
刊名:Physica A
出版年:2007
10.
Power laws from randomly sampled continuous-time random walks
作者:
Giancarlo Mosetti
;
Giancarlo Jug
;
Enrico
Scalas
关键词:
Continuous-time random walks
;
Population dynamics
;
Power laws
刊名:Physica A
出版年:2007
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