Kramers-Moyal expansion for stochastic differential equations with single and multiple delays: applications to financial physics and neurophysics (Q942660): Difference between revisions

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scientific article

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English	Kramers-Moyal expansion for stochastic differential equations with single and multiple delays: applications to financial physics and neurophysics	scientific article

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instance of

scholarly article

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title

Kramers-Moyal expansion for stochastic differential equations with single and multiple delays: applications to financial physics and neurophysics (English)

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published in

Physics Letters. A

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publication date

5 September 2008

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author

Till D. Frank

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.physleta.2006.08.062

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cites work

Numerical modelling in biosciences using delay differential equations

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Q4138551

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Brain dynamics. Synchronization and activity patterns in pulse-coupled neural nets with delays and noise

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Oscillation and Chaos in Physiological Control Systems

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Complex balancing motions of an inverted pendulum subject to delayed feedback control

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Order parameters for class-B lasers with a long time delayed feedback

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Q3993117

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The Fokker-Planck equation. Methods of solution and applications.

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Synergetic computers and cognition. A top-down approach to neural nets.

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Q4748912

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Advances in time-delay systems

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Nonlinear Fokker-Planck equations. Fundamentals and applications.

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Fokker–Planck equations for globally coupled many-body systems with time delays

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Time-dependent solutions for stochastic systems with delays: perturbation theory and applications to financial physics

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Elements for a theory of financial risks

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On the complete model with stochastic volatility by Hobson and Rogers

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The pricing of options for securities markets with delayed response

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Q4124657

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Identifying noise sources of time-delayed feedback systems

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Identifiers

zbMATH Open document ID

1236.60053

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DOI

10.1016/j.physleta.2006.08.062

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:942660

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-Till D. Frank
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@@ Property / author: Till D. Frank / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.physleta.2006.08.062
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+W1990690253
@@ Property / OpenAlex ID: W1990690253 / rank @@
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@@ Property / cites work @@
+Numerical modelling in biosciences using delay differential equations
+Normal rank
@@ Property / cites work @@
+Q4138551
@@ Property / cites work: Q4138551 / rank @@
+Normal rank
@@ Property / cites work @@
+Brain dynamics. Synchronization and activity patterns in pulse-coupled neural nets with delays and noise
+Normal rank
@@ Property / cites work @@
+Oscillation and Chaos in Physiological Control Systems
+Normal rank
@@ Property / cites work @@
+Complex balancing motions of an inverted pendulum subject to delayed feedback control
+Normal rank
@@ Property / cites work @@
+Order parameters for class-B lasers with a long time delayed feedback
+Normal rank
@@ Property / cites work @@
+Q3993117
@@ Property / cites work: Q3993117 / rank @@
+Normal rank
@@ Property / cites work @@
+The Fokker-Planck equation. Methods of solution and applications.
+Normal rank
@@ Property / cites work @@
+Synergetic computers and cognition. A top-down approach to neural nets.
+Normal rank
@@ Property / cites work @@
+Q4748912
@@ Property / cites work: Q4748912 / rank @@
+Normal rank
@@ Property / cites work @@
+Advances in time-delay systems
@@ Property / cites work: Advances in time-delay systems / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Fokker-Planck equations. Fundamentals and applications.
+Normal rank
@@ Property / cites work @@
+Fokker–Planck equations for globally coupled many-body systems with time delays
+Normal rank
@@ Property / cites work @@
+Time-dependent solutions for stochastic systems with delays: perturbation theory and applications to financial physics
+Normal rank
@@ Property / cites work @@
+Elements for a theory of financial risks
@@ Property / cites work: Elements for a theory of financial risks / rank @@
+Normal rank
@@ Property / cites work @@
+On the complete model with stochastic volatility by Hobson and Rogers
+Normal rank
@@ Property / cites work @@
+The pricing of options for securities markets with delayed response
+Normal rank
@@ Property / cites work @@
+Q4124657
@@ Property / cites work: Q4124657 / rank @@
+Normal rank
@@ Property / cites work @@
+Identifying noise sources of time-delayed feedback systems
+Normal rank