确定Ornstein-Uhlenbeck模型的背景驱动过程

IF 0.8 4区数学 Q2 MATHEMATICS

Electronic Journal of Differential Equations Pub Date : 2023-03-27 DOI:10.58997/ejde.sp.02.m1

M. Mariani, Peter K. Asante, William Kubin, Osei K. Tweneboah, Maria P. Beccar-Varela

引用次数: 0

摘要

在这项工作中，我们通过使用重标度范围分析(R/S)、去趋势波动分析(DFA)和扩散熵分析(DEA)分析数据集的分形特征，确定适合三分量叠加Ornstein-Uhlenbeck模型的背景驱动过程。参见https://ejde.math.txstate.edu/special/02/m1/abstr.html

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Determining the background driving process of the Ornstein-Uhlenbeck model

In this work, we determine appropriate background driving processes for the 3-component superposed Ornstein-Uhlenbeck model by analyzing the fractal characteristics of the data sets using the rescaled range analysis (R/S), the detrended fluctuation analysis (DFA), and the diffusion entropy analysis (DEA). See also https://ejde.math.txstate.edu/special/02/m1/abstr.html

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来源期刊

Electronic Journal of Differential Equations MATHEMATICS, APPLIED-MATHEMATICS

CiteScore

1.50

自引率

14.30%

发文量

审稿时长

3 months

期刊介绍： All topics on differential equations and their applications (ODEs, PDEs, integral equations, delay equations, functional differential equations, etc.) will be considered for publication in Electronic Journal of Differential Equations.