Stochastic modelling of intermittency

DOI10.1098/RSTA.2009.0196MaRDI QIDQ3579087zbMATH OpenOpenAlexWikidataFDO

Authors Thomas Stemler, Johannes P. Werner, Hartmut Benner, Wolfram Just

Publication date 5 August 2010

Published in Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1098/rsta.2009.0196

zbMATH Keywords

Fokker-Planck equationintermittencystochastic modellingtime-series analysis

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Geostatistics (86A32)

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• Cooperation of deterministic and stochastic mechanisms resulting in the intermittent behavior

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