Zobrazeno 1 - 10
of 86
pro vyhledávání: '"McCauley, J L"'
First, classes of Markov processes that scale exactly with a Hurst exponent H are derived in closed form. A special case of one class is the Tsallis density, advertised elsewhere as nonlinear diffusion or diffusion with nonlinear feedback. But the Ts
Externí odkaz:
http://arxiv.org/abs/physics/0606035
We show that our generalization of the Black-Scholes partial differential equation (pde) for nontrivial diffusion coefficients is equivalent to a Martingale in the risk neutral discounted stock price. Previously, this was proven for the case of the G
Externí odkaz:
http://arxiv.org/abs/physics/0606011
Autor:
Alejandro-Quinones, A. L., Bassler, K. E., Field, M., McCauley, J. L., Nicol, M., Timofeyef, I., Torok, A., Gunaratne, G. H.
The distribution of price returns for a class of uncorrelated diffusive dynamics is considered. The basic assumptions are (1) that there is a "consensus" value associated with a stock, and (2) that the rate of diffusion depends on the deviation of th
Externí odkaz:
http://arxiv.org/abs/cond-mat/0409375
Autor:
McCauley, J. L.
Publikováno v:
Discrete Dynamics in Nature and Society (1997) 1, 17-30
Deterministic chaos, and even maximum computational complexity, have been discovered within Newtonian dynamics. Economists assume that prices and price changes can also obey abstract mathematical laws of motion. Sociologists and other postmodernists
Externí odkaz:
http://arxiv.org/abs/physics/0001029
Autor:
McCauley, J. L.
Extensive confusion exists and persists in the literature on dynamical systems theory, cosmology, and other fields over spectra of fractal dimensions. Entirely different generating functions have been treated as if they should yield identical spectra
Externí odkaz:
http://arxiv.org/abs/cond-mat/0001197
Autor:
McCauley, J. L.
Publikováno v:
Fractals 6 (1998) 109-119
From the standpoint of theoretical physics we can treat Newtonian cosmology as a problem in nonlinear dynamics. The attempt to average the density, in search of a method of making contact between theory and observation, is replaced by the more system
Externí odkaz:
http://arxiv.org/abs/astro-ph/0001236
Autor:
McCauley, J. L.
Publikováno v:
Physica A237 (1997) 387-404
Two-dimensional driven dissipative flows are generally integrable via a conservation law that is singular at equilibria. Nonintegrable dynamical systems are confined to n*3 dimensions. Even driven-dissipative deterministic dynamical systems that are
Externí odkaz:
http://arxiv.org/abs/cond-mat/0001198
Autor:
McCauley, J. L.
Well-known to specialists but little-known to the wider audience is that Newtonian gravity can be understood as geodesic motion in space-time, where time is absolute and space is Euclidean. Newtonian cosmology formulated by Heckmann agrees implicitly
Externí odkaz:
http://arxiv.org/abs/physics/0001027
Autor:
McCauley, J. L.
Publikováno v:
Physica A309:183-213,2002
Unless there is evidence for fractal scaling with a single exponent over distances .1 <= r <= 100 h^-1 Mpc then the widely accepted notion of scale invariance of the correlation integral for .1 <= r <= 10 h^-1 Mpc must be questioned. The attempt to e
Externí odkaz:
http://arxiv.org/abs/astro-ph/9703046
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