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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Bibliographic Details
Main Author: Song-Kyoo (Amang) Kim
Format: Article
Language:English
Published: MDPI AG 2022-05-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/10/10/1735