FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2151186866> ?p ?o ?g. }

• W2151186866 endingPage "454" @default.
• W2151186866 startingPage "447" @default.
• W2151186866 abstract "In the classical analysis many models used to real data description are based on the standard Brownian diffusion-type processes. However, some real data exhibit characteristic periods of constant values. In such cases the popular systems seem not to be applicable. Therefore we propose an alternative approach, based on the combination of the popular Brownian motion with drift (called also the arithmetic Brownian motion) and tempered stable subordinator. The probability density function of the proposed model can be described by a Fokker-Planck type equation and therefore it has many similar properties as the popular Brownian motion with drift. In this paper we propose the estimation procedure for the considered tempered stable subdiffusive arithmetic Brownian motion and calibrate the analyzed process to the real financial data." @default.
• W2151186866 created "2016-06-24" @default.
• W2151186866 creator A5073892482 @default.
• W2151186866 creator A5083792395 @default.
• W2151186866 date "2011-04-15" @default.
• W2151186866 modified "2023-10-17" @default.
• W2151186866 title "Calibration of the Subdiffusive Arithmetic Brownian Motion with Tempered Stable Waiting-Times" @default.
• W2151186866 cites W1965967625 @default.
• W2151186866 cites W1967200406 @default.
• W2151186866 cites W1977235646 @default.
• W2151186866 cites W1980479723 @default.
• W2151186866 cites W1982761727 @default.
• W2151186866 cites W1985121011 @default.
• W2151186866 cites W1989941945 @default.
• W2151186866 cites W1998904894 @default.
• W2151186866 cites W2002026218 @default.
• W2151186866 cites W2004721233 @default.
• W2151186866 cites W2008131159 @default.
• W2151186866 cites W2057474205 @default.
• W2151186866 cites W2065697505 @default.
• W2151186866 cites W2074093221 @default.
• W2151186866 cites W2077704979 @default.
• W2151186866 cites W2084058002 @default.
• W2151186866 cites W2085440349 @default.
• W2151186866 cites W2088847873 @default.
• W2151186866 cites W2103504827 @default.
• W2151186866 cites W2111271983 @default.
• W2151186866 cites W2128623506 @default.
• W2151186866 cites W2131914906 @default.
• W2151186866 cites W2167384544 @default.
• W2151186866 cites W3021966610 @default.
• W2151186866 doi "https://doi.org/10.1007/s10955-011-0191-1" @default.
• W2151186866 hasPublicationYear "2011" @default.
• W2151186866 type Work @default.
• W2151186866 sameAs 2151186866 @default.
• W2151186866 citedByCount "27" @default.
• W2151186866 countsByYear W21511868662012 @default.
• W2151186866 countsByYear W21511868662013 @default.
• W2151186866 countsByYear W21511868662015 @default.
• W2151186866 countsByYear W21511868662016 @default.
• W2151186866 countsByYear W21511868662017 @default.
• W2151186866 countsByYear W21511868662019 @default.
• W2151186866 countsByYear W21511868662020 @default.
• W2151186866 countsByYear W21511868662021 @default.
• W2151186866 crossrefType "journal-article" @default.
• W2151186866 hasAuthorship W2151186866A5073892482 @default.
• W2151186866 hasAuthorship W2151186866A5083792395 @default.
• W2151186866 hasBestOaLocation W21511868662 @default.
• W2151186866 hasConcept C101615488 @default.
• W2151186866 hasConcept C105795698 @default.
• W2151186866 hasConcept C108819105 @default.
• W2151186866 hasConcept C112401455 @default.
• W2151186866 hasConcept C116779161 @default.
• W2151186866 hasConcept C121332964 @default.
• W2151186866 hasConcept C121864883 @default.
• W2151186866 hasConcept C134306372 @default.
• W2151186866 hasConcept C193290586 @default.
• W2151186866 hasConcept C199360897 @default.
• W2151186866 hasConcept C2777027219 @default.
• W2151186866 hasConcept C2781362121 @default.
• W2151186866 hasConcept C28826006 @default.
• W2151186866 hasConcept C3017618536 @default.
• W2151186866 hasConcept C33923547 @default.
• W2151186866 hasConcept C41008148 @default.
• W2151186866 hasConcept C53920899 @default.
• W2151186866 hasConcept C56739046 @default.
• W2151186866 hasConcept C62520636 @default.
• W2151186866 hasConcept C68710425 @default.
• W2151186866 hasConcept C69123182 @default.
• W2151186866 hasConcept C69357855 @default.
• W2151186866 hasConcept C78045399 @default.
• W2151186866 hasConceptScore W2151186866C101615488 @default.
• W2151186866 hasConceptScore W2151186866C105795698 @default.
• W2151186866 hasConceptScore W2151186866C108819105 @default.
• W2151186866 hasConceptScore W2151186866C112401455 @default.
• W2151186866 hasConceptScore W2151186866C116779161 @default.
• W2151186866 hasConceptScore W2151186866C121332964 @default.
• W2151186866 hasConceptScore W2151186866C121864883 @default.
• W2151186866 hasConceptScore W2151186866C134306372 @default.
• W2151186866 hasConceptScore W2151186866C193290586 @default.
• W2151186866 hasConceptScore W2151186866C199360897 @default.
• W2151186866 hasConceptScore W2151186866C2777027219 @default.
• W2151186866 hasConceptScore W2151186866C2781362121 @default.
• W2151186866 hasConceptScore W2151186866C28826006 @default.
• W2151186866 hasConceptScore W2151186866C3017618536 @default.
• W2151186866 hasConceptScore W2151186866C33923547 @default.
• W2151186866 hasConceptScore W2151186866C41008148 @default.
• W2151186866 hasConceptScore W2151186866C53920899 @default.
• W2151186866 hasConceptScore W2151186866C56739046 @default.
• W2151186866 hasConceptScore W2151186866C62520636 @default.
• W2151186866 hasConceptScore W2151186866C68710425 @default.
• W2151186866 hasConceptScore W2151186866C69123182 @default.
• W2151186866 hasConceptScore W2151186866C69357855 @default.
• W2151186866 hasConceptScore W2151186866C78045399 @default.
• W2151186866 hasIssue "3" @default.
• W2151186866 hasLocation W21511868661 @default.
• W2151186866 hasLocation W21511868662 @default.
• W2151186866 hasOpenAccess W2151186866 @default.

• next