Non-ideal Brownian motion, generalized Langevin equation and its application to the security market
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Publication:1000401
DOI10.1007/BF00868082zbMath1153.91570MaRDI QIDQ1000401
Publication date: 6 February 2009
Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)
Fourier-Laplace transform; memory; generalized Langevin equation; non-ideal Brownian motion; time dependent nonlinear differential equation
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