We performed a systematic analysis to investigate the multifractal properties and Efficient
Market Hypothesis (EMH) in time series of volatility for NYMEX (New York Mercantile …

This paper promotes insights based on an empirical analysis of the complex dynamics of 12
significant assets of the commodity market. We applied the Complexity-entropy causality …

In this paper, we present conditions for identifying the generator of a linear stochastic
differential equation (SDE) from the distribution of its solution process with a given fixed …

The Efficient Market Hypothesis (EMH) can be considered the central pillar of support of the
Modern Economic-Financial Theory. However, in the last few years, the EMH has been …

The nonlinear fractional stochastic differential equation approach with Hurst parameter H
within interval H∈(0, 1) to study the time evolution of the number of those infected by the …

The dynamical model of coupled prices in the financial market is proposed based in a set of
coupled stochastic differential equations where we assume there are two stocks, each with …

Most of stability analysis for stochastic epidemiological models involve Lyapunov functions.
This work shows how sufficient conditions for the local stochastic asymptotic stability of a …

A stochastic model with multiplicative noise has been proposed as a mathematical model for
the prices dynamics of the financial market. We have presented a model which allows us to …

Periodic measures are the time-periodic counterpart to invariant measures for dynamical
systems and can be used to characterise the long-term periodic behaviour of stochastic …

The stochastic model for epidemic spreading of the novel coronavirus disease based on the
data set supply by the public health agencies in countries as Brazil, United States and India …