The construction of an Ito model for geoelectrical signals

Zbigniew Czechowski and Luciano Telesca

Physica A: Statistical Mechanics and its Applications, 2011, vol. 390, issue 13, 2511-2519

Abstract: The Ito stochastic differential equation governs the one-dimensional diffusive Markov process. Geoelectrical signals measured in seismic areas can be considered as the result of competitive and collective interactions among system elements. The Ito equation may constitute a good macroscopic model of such a phenomenon in which microscopic interactions are adequately averaged. The present study shows how to construct an Ito model for a geoelectrical time series measured in a seismic area of southern Italy. Our results reveal that the Ito model describes the whole time series quite well, but it performs better when one considers fragments of the data set with lower variability range (absent or rare large fluctuations). Our findings show that generally detrended geoelectrical time series can be considered as approximations of Markov diffusion processes.

Keywords: Geoelectrical signals; Ito model (search for similar items in EconPapers)
Date: 2011
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:390:y:2011:i:13:p:2511-2519

DOI: 10.1016/j.physa.2011.02.049

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