Fluctuation behavior analysis of stochastic exclusion financial dynamics with random jump

DOI10.1016/J.PHYSA.2019.123503OpenAlexW2984137658MaRDI QIDQ2137676

Jinchuan Ke, Linlu Jia, Jun Wang

Publication date: 16 May 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.123503

zbMATH Keywords

complexity synchronizationfinancial price modelfractional fuzzy entropylattice fractal Sierpinski carpet percolationstatistical physics systemstochastic exclusion process

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

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