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- W2080370166 abstract "A generalized Cauchy process with a cubic nonlinear term (a nonlinear friction) is studied under the influence of independent multiplicative and additive Gaussian-white noises. Three methods of parameter estimation (i.e. the maximum likelihood, the moment and the log-amplitude moment) are presented in detail. The effect of nonlinearity-noise mterplay associated with the nonlinear friction under the influences of both multiplicative and additive noises are discussed in conjunction with fluctuation-dissipation theorem. The physical significance of nonlinear friction is demonstrated with the use of time series data in economics and fluid turbulence." @default.
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- W2080370166 date "2011-04-01" @default.
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- W2080370166 title "A generalized Cauchy process having cubic nonlinearity" @default.
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- W2080370166 doi "https://doi.org/10.1016/s0034-4877(11)00011-5" @default.
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