Estimação em processos advindos da solução da equação de Langevin
This paper presents the results of the estimations made in the process arising from the solution of classical Langevin equation with Brownian motion noise, and generalized, with α-stable noise. We perform the estimation of the parameter λ related to the memory function of such processes and the para...
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| Format: | Others |
| Language: | Portuguese |
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2016
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| Online Access: | http://hdl.handle.net/10183/140885 |