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Non-Linear Diffusion and Power Law Properties of Heterogeneous Systems: Application to Financial Time Series
In this work, we show that it is possible to obtain important ubiquitous physical characteristics when an aggregation of many systems is taken into account. We discuss the possibility of obtaining not only an anomalous diffusion process, but also a Non-Linear diffusion equation, that leads to a prob...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2018
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7513172/ https://www.ncbi.nlm.nih.gov/pubmed/33265738 http://dx.doi.org/10.3390/e20090649 |