Construction of Ito model for Geoelectrical Signals

Details Construction of Ito model for Geoelectrical Signals Construction of Ito model for Geoelectrical Signals

2011-01-28

arxiv.org/abs/1101.5501v1

Physics

Data Analysis, Statistics and Probability

19 pages, 11 figures

Scientific paper

Ito stochastic differential equation governs one-dimensional diffusive Markov process. Geoelectrical signals measured in seismic areas can be considered as the result of competitive and collective interactions among system elements. The Ito equation may constitute a good macroscopic model of such phenomenon in which microscopic interactions are adequately averaged. The present study shows how to construct Ito model for a geoelectrical time series measured in a seismic area of southern Italy. Our results reveal that Ito model describes quite well the whole time series, but performs better when one considers fragments of the data set with lower variability range (absent or rare large fluctuations) . Our findings show that generally detrended geoelectrical time series can be considered as an approximation of the Markov diffusion process.

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