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Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, 2006, Issue 42, Pages 135–140
DOI: https://doi.org/10.14498/vsgtu424
(Mi vsgtu424)
 

This article is cited in 16 scientific papers (total in 16 papers)

Mathematical Modeling

Hierarchical dynamical model of financial market near the crash point and pp-adic mathematical analysis

A. Kh. Bikulov, A. P. Zubarev, L. V. Kaidalova
(published under the terms of the Creative Commons Attribution 4.0 International License)
References:
Received 15.01.2006
Document Type: Article
UDC: 519.86
Language: Russian
Citation: A. Kh. Bikulov, A. P. Zubarev, L. V. Kaidalova, “Hierarchical dynamical model of financial market near the crash point and pp-adic mathematical analysis”, Vestn. Samar. Gos. Tekhn. Univ., Ser. Fiz.-Mat. Nauki [J. Samara State Tech. Univ., Ser. Phys. Math. Sci.], 42, Samara State Technical University, Samara, 2006, 135–140
Citation in format AMSBIB
\Bibitem{BikZubKai06}
\by A.~Kh.~Bikulov, A.~P.~Zubarev, L.~V.~Kaidalova
\paper Hierarchical dynamical model of financial market near the crash point and $p$-adic mathematical analysis
\serial Vestn. Samar. Gos. Tekhn. Univ., Ser. Fiz.-Mat. Nauki [J. Samara State Tech. Univ., Ser. Phys. Math. Sci.]
\yr 2006
\vol 42
\pages 135--140
\publ Samara State Technical University
\publaddr Samara
\mathnet{http://mi.mathnet.ru/vsgtu424}
\crossref{https://doi.org/10.14498/vsgtu424}
Linking options:
  • https://www.mathnet.ru/eng/vsgtu424
  • https://www.mathnet.ru/eng/vsgtu/v42/p135
  • This publication is cited in the following 16 articles:
    1. A. Kh. Bikulov, A. P. Zubarev, “New Bases in the Space of Square Integrable Functions on the Field of $p$-Adic Numbers and Their Applications”, Proc. Steklov Inst. Math., 306 (2019), 20–32  mathnet  crossref  crossref  mathscinet  isi  elib
    2. B. Dragovich, A. Yu. Khrennikov, S. V. Kozyrev, I. V. Volovich, E. I. Zelenov, “$p$-Adic mathematical physics: the first 30 years”, $p$-Adic Numbers, Ultrametric Analysis and Applications, 9:2 (2017), 87–121, arXiv: 1705.04758 [math-ph]  crossref  scopus
    3. A. Kh. Bikulov, A. P. Zubarev, “Complete systems of eigenfunctions of the Vladimirov operator in $L^{2}(B_r)$ and $L^{2}(\mathbb{Q}_{p})$”, J. Math. Sci., 237:3 (2019), 362–374  mathnet  crossref
    4. V. T. Volov, A. P. Zubarev, “Resource redistribution mechanism in the closed fractal-cluster resource model”, Fractals, 24:4 (2016), 1650049  crossref  isi  scopus
    5. A. Kh. Bikulov, A. P. Zubarev, “Application of $p$-adic analysis methods in describing Markov processes on ultrametric spaces isometrically embeddable into $\mathbb Q_p$”, p-Adic Numbers, Ultrametric Analysis, and Applications, 7:2 (2015), 121–132, arXiv: 1504.03629 [math-ph]  crossref  mathscinet  zmath  scopus
    6. A. Kh. Bikulov, A. P. Zubarev, On one real basis for $L^2(\mathbb Q_p)$, 2015, 15 pp., arXiv: 1504.03624 [math-ph]
    7. A. P. Zubarev, “On stochastic generation of ultrametrics in high-dimensional euclidean spaces”, $p$-Adic Numbers, Ultrametric Analysis and Applications, 6:2 (2014), 155–165, arXiv: 1311.5094 [math-ph]  crossref  mathscinet  zmath  scopus
    8. V. T. Volov, A. P. Zubarev, “Ultrametricheskaya dinamika dlya zamknutykh fraktalno-klasternykh resursnykh modelei”, Vestn. Sam. gos. tekhn. un-ta. Ser. Fiz.-mat. nauki, 1(30) (2013), 343–351  mathnet  crossref
    9. V. T. Volov, A. P. Zubarev, Ultrametric dynamics for the closed fractal-cluster resource models, 2013, 12 pp., arXiv: 1309.4116 [physics.soc-ph]
    10. A. Pivovarova, “Hierarchical and ultrametric models of financial crashes”, Market risk and financial markets modeling, v. 2, 2012, 191–200  crossref  mathscinet
    11. A. S. Pivovarova, “Modelirovanie logoperiodicheskikh kolebanii s pomoschyu ierarkhicheskikh struktur”, Vestnik SGAU, 2012, no. 2, 266–273  elib
    12. M. V. Dolgopolov, A. P. Zubarev, “Some aspects of $m$-adic analysis and its applications to $m$-adic stochastic processes”, $p$-Adic Numbers, Ultrametric Analysis, and Applications, 3:1 (2011), 39–51, arXiv: 1012.1248 [math-ph]  crossref  mathscinet  zmath
    13. A. S. Pivovarova, A. A. Steryakov, “Ierarkhicheskaya model finansovykh krakhov Dzhokhansena–Sornetta i ee ultrametricheskoe obobschenie”, Vestn. Sam. gos. tekhn. un-ta. Ser. Fiz.-mat. nauki, 2(23) (2011), 162–169  mathnet  crossref
    14. A. S. Pivovarova, A. A. Steryakov, “Modelirovanie predkrakhovogo povedeniya tsen na ierarkhicheski organizovannom finansovom rynke”, Kompyuternye issledovaniya i modelirovanie, 3:2 (2011), 215–222  elib
    15. A. S. Pivovarova, A. A. Steryakov, “Modelirovanie predkrakhovogo povedeniya tsen na ierarkhicheski organizovannom finansovom rynke”, Kompyuternye issledovaniya i modelirovanie, 3:2 (2011), 215–222  mathnet  crossref
    16. B. Dragovich, A. Yu. Khrennikov, S. V. Kozyrev, I. V. Volovich, “On $p$-adic mathematical physics”, $p$-Adic Numbers, Ultrametric Analysis, and Applications, 1:1 (2009), 1–17, arXiv: 0904.4205 [math-ph]  crossref  mathscinet  zmath  scopus
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Вестник Самарского государственного технического университета. Серия: Физико-математические науки
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