Network-modulated jump-diffusion processes in multi-asset cryptocurrency markets: mathematical foundations

DOI10.1016/J.PHYSA.2026.131769MaRDI QIDQ7326675zbMATH OpenFDO

Authors Jules Clement Mba, Edson Pindza

Publication date 9 September 2026

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.PHYSA.2026.131769

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical mechanics, structure of matter (82-XX) Portfolio theory (91G10)

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