Markov analysis and Kramers-Moyal expansion of nonstationary stochastic 
processes with application to the fluctuations in the oil price

Ghasemi, F.; Sahimi, M.; Peinke, J.; Friedrich, R.; Jafari, G.R.; Reza Rahimi Tabar, M.

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Markov analysis and Kramers-Moyal expansion of nonstationary stochastic processes with application to the fluctuations in the oil price

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Ghasemi, F.
Max Planck Institute for the Physics of Complex Systems, Max Planck Society;

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Ghasemi, F., Sahimi, M., Peinke, J., Friedrich, R., Jafari, G., & Reza Rahimi Tabar, M. (2007). Markov analysis and Kramers-Moyal expansion of nonstationary stochastic processes with application to the fluctuations in the oil price. Physical Review E, 75(6): 060102.

Cite as: https://hdl.handle.net/11858/00-001M-0000-0029-98ED-6

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