@article{oai:tsukuba.repo.nii.ac.jp:00025887,
 author = {金野, 秀敏 and KONNO, HIDETOSHI and TAMURA, YOSHIYASU},
 issue = {2},
 journal = {Reports on mathematical physics},
 month = {Apr},
 note = {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.},
 pages = {179--195},
 title = {A GENERALIZED CAUCHY PROCESS HAVING CUBIC NONLINEARITY},
 volume = {67},
 year = {2011}
}