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Anomalous Stochastics: A Comprehensive Guide to Multifractals, Random Walks, and Real-World Applications Michał Chorowski 9783031803918
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Anomalous Stochastics: A Comprehensive Guide to Multifractals, Random Walks, and Real-World Applications Michał Chorowski 9783031803918

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This textbook provides a comprehensive exploration of anomalous stochastic processes and extreme events, commonly referred to as black swans, with a particular focus on (multi-)fractal approaches and continuous-time random walks.


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