M. Mariani, Peter K. Asante, William Kubin, Osei K. Tweneboah, Maria P. Beccar-Varela
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Determining the background driving process of the Ornstein-Uhlenbeck model
In this work, we determine appropriate background driving processes for the 3-component superposed Ornstein-Uhlenbeck model by analyzing the fractal characteristics of the data sets using the rescaled range analysis (R/S), the detrended fluctuation analysis (DFA), and the diffusion entropy analysis (DEA).
See also https://ejde.math.txstate.edu/special/02/m1/abstr.html
期刊介绍：
All topics on differential equations and their applications (ODEs, PDEs, integral equations, delay equations, functional differential equations, etc.) will be considered for publication in Electronic Journal of Differential Equations.
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