Description

Book Synopsis

Introduction.- Fundamental Concepts.- Singular Stochastic Processes.- Non-deterministic Fractals.- Signatures and Causes of Multifractality.- Dispersive Transport and Diffusion.- Fractal Wanderings.- Valley Model of Multifractal Continuous-time Random Wandering on Amorphous Substrates.- Statistics of Extremes.- Limit Theorems on the Stock Market.- Comprehensive Partition Function: A Universal Tool in Multifractality.

Anomalous Stochastics

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    A Hardback by Michal Chorowski

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      Publisher: Springer
      Publication Date: 3/10/2025
      ISBN13: 9783031803918, 978-3031803918
      ISBN10: 3031803914
      Also in:
      Mathematics Probability and statistics

      Description

      Book Synopsis

      Introduction.- Fundamental Concepts.- Singular Stochastic Processes.- Non-deterministic Fractals.- Signatures and Causes of Multifractality.- Dispersive Transport and Diffusion.- Fractal Wanderings.- Valley Model of Multifractal Continuous-time Random Wandering on Amorphous Substrates.- Statistics of Extremes.- Limit Theorems on the Stock Market.- Comprehensive Partition Function: A Universal Tool in Multifractality.

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