Pages that link to "Item:Q5570525"

The following pages link to Fractional Brownian Motions, Fractional Noises and Applications (Q5570525):

Displaying 50 items.

• Existence of solutions for fractional impulsive neutral functional differential equations driven by fractional Brownian motion (Q2090568) (← links)
• Slow-fast systems with fractional environment and dynamics (Q2090612) (← links)
• Fractional derivative of power type functions (Q2091386) (← links)
• Order pattern recurrence for the analysis of complex systems (Q2096776) (← links)
• Practical finite difference method for solving multi-dimensional Black-Scholes model in fractal market (Q2098668) (← links)
• Time fractional Schrödinger equation with a limit based fractional derivative (Q2098735) (← links)
• Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion (Q2100003) (← links)
• Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions (Q2101091) (← links)
• Entanglement witness and linear entropy in an open system influenced by FG noise (Q2102789) (← links)
• Rough homogenisation with fractional dynamics (Q2107412) (← links)
• Existence results for a generalization of the time-fractional diffusion equation with variable coefficients (Q2108204) (← links)
• Dispersion heterogeneous recurrence analysis and its use on fault detection (Q2108636) (← links)
• Time irreversibility analysis and abnormality detection based on Riemannian geometry for complex time series (Q2108739) (← links)
• Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
• Exterior controllability properties for a fractional Moore-Gibson-Thompson equation (Q2110505) (← links)
• Discrete scaling and criticality in a chain of adaptive excitable integrators (Q2111301) (← links)
• Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
• Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises (Q2112269) (← links)
• On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
• Comment on ``A computational technique to classify several fractional Brownian motion processes'' (Q2112967) (← links)
• Quasi-sure non-self-intersection for rough differential equations driven by fractional Brownian motion (Q2113270) (← links)
• Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion (Q2113579) (← links)
• Functional limit theorems for the fractional Ornstein-Uhlenbeck process (Q2116486) (← links)
• Path properties of a generalized fractional Brownian motion (Q2116490) (← links)
• Internal control for a non-local Schrödinger equation involving the fractional Laplace operator (Q2119779) (← links)
• Solutions of a disease model with fractional white noise (Q2120701) (← links)
• Measuring time series based on multiscale dispersion Lempel-Ziv complexity and dispersion entropy plane (Q2120720) (← links)
• Testing of fractional Brownian motion in a noisy environment (Q2123579) (← links)
• Continuity and variation analysis of fractional uncertain processes (Q2123689) (← links)
• Approximate controllability of noninstantaneous impulsive Hilfer fractional integrodifferential equations with fractional Brownian motion (Q2126648) (← links)
• ELS pricing and hedging in a fractional Brownian motion environment (Q2128261) (← links)
• European option pricing problems with fractional uncertain processes (Q2129466) (← links)
• Dynamic chaos and the \((1/f)\) spectrum during interacting nonequilibrium phase transitions (Q2130655) (← links)
• A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics (Q2131687) (← links)
• Pricing geometric Asian power options in the sub-fractional Brownian motion environment (Q2131688) (← links)
• Fractional stochastic Loewner evolution and scaling curves (Q2133119) (← links)
• Stochastic pursuit-evasion curves for foraging dynamics (Q2133124) (← links)
• Fully nonlocal stochastic control problems with fractional Brownian motions and Poisson jumps (Q2133260) (← links)
• Multi-fractional generalized Cauchy process and its application to teletraffic (Q2136787) (← links)
• The closed-form option pricing formulas under the sub-fractional Poisson volatility models (Q2137510) (← links)
• Trade duration risk in subdiffusive financial models (Q2137643) (← links)
• Adaptive stochastic morphology simulation and mesh generation of high-quality 3D particulate composite microstructures with complex surface texture (Q2138833) (← links)
• Contrasting stochasticity with chaos in a permutation Lempel-Ziv complexity -- Shannon entropy plane (Q2139332) (← links)
• Establishment of a stationary stochastic process with a \(1/f\) Spectrum (Q2139678) (← links)
• Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models (Q2140429) (← links)
• Anomalous statistics of particle spreading in quenched random velocity field (Q2141469) (← links)
• Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition (Q2142051) (← links)
• Absolute negative mobility induced by fractional Gaussian noise (Q2142309) (← links)
• Convergence rates of monotone schemes for conservation laws for data with unbounded total variation (Q2144965) (← links)
• Long versus short time scales: the rough dilemma and beyond (Q2145699) (← links)