Open AccessA Mathematical Model Reveals That Both Randomness and Periodicity Are Essential for Sustainable Fluctuations in Stock Prices
Author(s) -
Motohisa Osaka
Publication year - 2019
Publication title -
applied mathematics
Language(s) - English
Resource type - Journals
eISSN - 2152-7393
pISSN - 2152-7385
DOI - 10.4236/am.2019.106028
Subject(s) - randomness , stock (firearms) , geometric brownian motion , brownian motion , economics , econometrics , mathematics , logarithm , stock price , fractional brownian motion , statistical physics , physics , statistics , mathematical analysis , series (stratigraphy) , diffusion process , geology , geography , paleontology , economy , archaeology , service (business)