4. Nonlinear Sciences
  5. Chaotic Dynamics

Jean Duchon

Nonlinear Sciences – Chaotic Dynamics

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Forecasting volatility with the multifractal random walk model

Economy – Quantitative Finance – Statistical Finance
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Levy solutions of a randomly forced Burgers equation

Physics – Condensed Matter – Statistical Mechanics
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Markovian solutions of inviscid Burgers equation

Nonlinear Sciences – Chaotic Dynamics
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