Anomalous stochastics: a comprehensive guide to multifractals, random walks, and real-world applications
Auteur :
Chorowski, Michał / Gubiec, Tomasz / Kutner, Ryszard
Éditeur :
Springer International Publishing AG
ISBN :
9783031803918
Date de publication :
2 avr. 2025
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.