Anomalous Stochastics A Comprehensive Guide to Multifractals, Random Walks, and Real-World Applications /

This textbook provides a comprehensive exploration of anomalous stochastic processes and extreme events, commonly referred to as "black swans," with a particular focus on (multi-)fractal approaches and continuous-time random walks. The authors present a systematic examination of the subjec...

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Hlavní autoři:	Chorowski, Michał (Autor), Gubiec, Tomasz (Autor), Kutner, Ryszard (Autor)
Korporativní autor:	SpringerLink (Online service)
Médium:	Elektronický zdroj E-kniha
Jazyk:	angličtina
Vydáno:	Cham : Springer Nature Switzerland : Imprint: Springer, 2025.
Vydání:	1st ed. 2025.
Edice:	Understanding Complex Systems,
Témata:	Stochastic processes. System theory. Statistical Physics. Probabilities. Statistics . Stochastic Processes. Complex Systems. Applied Probability. Statistics in Business, Management, Economics, Finance, Insurance.
On-line přístup:	https://doi.org/10.1007/978-3-031-80392-5
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