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Nonlinear financial averaging, the evolution process, and laws of econophysics. (English. Russian original) Zbl 1170.91508
Theory Probab. Appl. 49, No. 2, 221-244 (2005); translation from Teor. Veroyatn. Primen. 49, No. 2, 269-296 (2004).

MSC:
91B84 Economic time series analysis
60E05 Probability distributions: general theory
62B10 Statistical aspects of information-theoretic topics
62E10 Characterization and structure theory of statistical distributions
62P05 Applications of statistics to actuarial sciences and financial mathematics
91B28 Finance etc. (MSC2000)
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