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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2014
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Online Access: | http://ndltd.ncl.edu.tw/handle/84921094843904477058 |