92 citations · 343 across the 5 of their papers we have counts for
7 papers
Improved estimation of Fokker-Planck equations through optimisation
A. P. Nawroth, J. Peinke, D. Kleinhans +1
An improved method for the description of hierarchical complex systems by means of a Fokker-Planck equation is presented. In particular the limited-memory Broyden-Fletcher-Goldfarb…
Comment on "Indispensable Finite Time Correlations for Fokker-Planck Equations from Time Series Data"
R. Friedrich, Ch. Renner, M. Siefert +1
Comment on "Indispensable Finite Time Correlations for Fokker-Planck Equations from Time Series Data"
Reconstruction of dynamical equations for traffic flow
S. Kriso, R. Friedrich, J. Peinke +1
Traffic flow data collected by an induction loop detector on the highway close to Koeln-Nord are investigated with respect to their dynamics including the stochastic content. In pa…
On the universality of small scale turbulence
Ch. Renner, J. Peinke, R. Friedrich +2
The proposed universality of small scale turbulence is investigated for a set of measurements in a cryogenic free jet with a variation of the Reynolds number (Re) from 8500 to 10^6…
Markov properties of high frequency exchange rate data
C. Renner, J. Peinke, R. Friedrich
We present a stochastic analysis of a data set consisiting of 10^6 quotes of the US Doller - German Mark exchange rate. Evidence is given that the price changes x(tau) upon differe…
How to quantify deterministic and random influences on the statistics of the foreign exchange market
Rudolf Friedrich, Joachim Peinke, Christoph Renner
It is shown that prize changes of the US dollar - German Mark exchange rates upon different delay times can be regarded as a stochastic Marcovian process. Furthermore we show that…