3 research outputs found
Scaling in the Bombay Stock Exchange Index
In this paper we study BSE Index financial time series for fractal and
multifractal behaviour. We show that Bombay stock Exchange (BSE)Index time
series is mono-fractal and can be represented by a fractional Brownian motion.Comment: 11 pages,3 figure
Some aspects of the -adic analysis and its applications to -adic stochastic processes
In this paper we consider a generalization of analysis on -adic numbers
field to the case of -adic numbers ring. The basic statements, theorems
and formulas of -adic analysis can be used for the case of -adic analysis
without changing. We discuss basic properties of -adic numbers and consider
some properties of -adic integration and -adic Fourier analysis. The
class of infinitely divisible -adic distributions and the class of -adic
stochastic Levi processes were introduced. The special class of -adic CTRW
process and fractional-time -adic random walk as the diffusive limit of it
is considered. We found the asymptotic behavior of the probability measure of
initial distribution support for fractional-time -adic random walk.Comment: 18 page