Nonextensive thermostatistics description of intermittency in turbulence and financial markets.

DOI10.1016/S0362-546X(01)00469-2MaRDI QIDQ1875384zbMATH OpenWikidataFDO

Authors R. R. Rosa, C. Rodrigues Neto, M. J. A. Bolzan, Leonardo D. Abreu Sá, Fernando M. Ramos

Publication date 26 August 2004

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0362-546X(01)00469-2

Mathematics Subject Classification ID

Statistical turbulence modeling (76F55) Time-dependent statistical mechanics (dynamic and nonequilibrium) (82C99) Financial applications of other theories (91G80)

Cited in

(4)

• Multiscaling and nonextensivity of large-scale structures in the Universe
• Atmospheric turbulence within and above an Amazon forest
• Tsallis q-triplet, intermittent turbulence and Portevin-Le Chatelier effect
• Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics

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