Articles Citing

Financial Brownian Particle in the Layered Order-Book Fluid and Fluctuation-Dissipation Relations

Yoshihiro Yura1,4, Hideki Takayasu2,3, Didier Sornette4, and Misako Takayasu1,*

  • 1Department of Computational Intelligence and Systems Science, Interdisciplinary Graduate School of Science and Engineering, Tokyo Institute of Technology 4259 Nagatsuta-cho, Yokohama 226-8502, Japan
  • 2Sony Computer Science Laboratories, 3-14-13, Higashi-Gotanda, Shinagawa-ku, Tokyo 141-0022, Japan
  • 3Meiji Institute for Advanced Study of Mathematical Sciences, Meiji University, 4-21-1 Nakano, Nakano-ku, Tokyo 164-8525, Japan
  • 4Department of Management, Technology, and Economics, ETH Zurich, Scheuchzerstrasse 7, 8092 Zurich, Switzerland

  • *takayasu@dis.titech.ac.jp

Sandro Lera and Didier Sornette

Sign In to Your Journals Account

Filter

Filter

Article Lookup

Enter a citation