Shifted Brownian Fluctuation Game
This article analyzes the behavior of a Brownian fluctuation process under a mixed strategic game setup. A variant of a compound Brownian motion has been newly proposed, which is called the <i>Shifted Brownian Fluctuation Process</i> to predict the turning points of a stochastic process....
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Format: | Article |
Language: | English |
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MDPI AG
2022-05-01
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Series: | Mathematics |
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Online Access: | https://www.mdpi.com/2227-7390/10/10/1735 |