An Empirical Algorithm to Measure Stochasticity and Multifractality in Complex Systems and Its Applications

博士 === 國立臺灣大學 === 物理研究所 === 102 === The main theme of this thesis is about the study of stochasticity in complex systems and its applications. First, we introduce the probability theory, Brownian motions, Ito process and multifractal random walk model, which are the basic models to describe the sto...

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Bibliographic Details
Main Authors: Chih-Hao Lin, 林志豪
Other Authors: Chia-Seng Chang
Format: Others
Language:en_US
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/84921094843904477058