Nonlinear Stochastic Equation within an Itô Prescription for Modelling of Financial Market
Abstract
1. Introduction
2. Economic Entropy
3. Phenomenological Itô Equation
4. Numerical Results
5. Analysis by Fokker–Planck Equation
6. Conclusions
Funding
Conflicts of Interest
References
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S. Lima, L. Nonlinear Stochastic Equation within an Itô Prescription for Modelling of Financial Market. Entropy 2019, 21, 530. https://doi.org/10.3390/e21050530
S. Lima L. Nonlinear Stochastic Equation within an Itô Prescription for Modelling of Financial Market. Entropy. 2019; 21(5):530. https://doi.org/10.3390/e21050530
Chicago/Turabian StyleS. Lima, Leonardo. 2019. "Nonlinear Stochastic Equation within an Itô Prescription for Modelling of Financial Market" Entropy 21, no. 5: 530. https://doi.org/10.3390/e21050530
APA StyleS. Lima, L. (2019). Nonlinear Stochastic Equation within an Itô Prescription for Modelling of Financial Market. Entropy, 21(5), 530. https://doi.org/10.3390/e21050530