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oai:tsukuba.repo.nii.ac.jp:00025887
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A GENERALIZED CAUCHY PROCESS HAVING CUBIC NONLINEARITY
金野, 秀敏
KONNO, HIDETOSHI
TAMURA, YOSHIYASU
© 2011 Polish Scientific Publishers. NOTICE: this is the author’s version of a work that was accepted for publication in Reports on mathematical physics. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in PUBLICATION, Vol67(2), 2011 DOI:10.1016/S0034-4877(11)00011-5
A generalized Cauchy process with a cubic nonlinear term (a nonlinear friction) is studied under the influence of independent multiplicative and additive Gaussian-white noises. Three methods of parameter estimation (i.e. the maximum likelihood, the moment and the log-amplitude moment) are presented in detail. The effect of nonlinearity-noise mterplay associated with the nonlinear friction under the influences of both multiplicative and additive noises are discussed in conjunction with fluctuation-dissipation theorem. The physical significance of nonlinear friction is demonstrated with the use of time series data in economics and fluid turbulence.
Elsevier
2011-04
eng
journal article
http://hdl.handle.net/2241/114838
https://tsukuba.repo.nii.ac.jp/records/25887
10.1016/S0034-4877(11)00011-5
0034-4877
AA00812770
Reports on mathematical physics
67
2
179
195
https://tsukuba.repo.nii.ac.jp/record/25887/files/RMP_67-2.pdf
application/pdf
209.4 kB
2013-12-25