Crossover dynamics of climate change models: Numerical simulations
Alexandria Engineering Journal, 2023 In this paper, two new climate change mathematical models are extended using the stochastic-deterministic piecewise hybrid fractional derivatives, where the hybrid fractional order operator is applied to extend the deterministic model and the fractional ...
N.H. Sweilam +4 more
doaj
Hoja browniana fraccional Fractional Brownian Sheet
Revista Colombiana de Estadística, 2005 Se presenta la hoja browniana fraccional (hBf) o movimiento browniano fraccional en dos parámetros y algunas de sus propiedades importantes como son la autosimilaridad y la estacionaridad de los incrementos.
LILIANA BLANCO CASTAÑEDA +1 more
doaj
Derivative of the expected supremum of fractional Brownian motion at H = 1. [PDF]
Queueing Syst, 2022 Bisewski K, Dȩbicki K, Rolski T.
europepmc +1 more source
Entropic Approach to the Detection of Crucial Events
Entropy, 2019 In this paper, we establish a clear distinction between two processes yielding anomalous diffusion and 1 / f noise. The first process is called Stationary Fractional Brownian Motion (SFBM) and is characterized by the use of stationary correlation
Garland Culbreth +2 more
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Describing and Modeling Rough Composites Surfaces by Using Topological Data Analysis and Fractional Brownian Motion. [PDF]
Polymers (Basel), 2023 Runacher A +6 more
europepmc +1 more source
Limit theorems for functionals of two independent Gaussian processes [PDF]
arXiv, 2017 Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and bi-fractional Brownian motion.
arxiv
Pricing of Equity Indexed Annuity under Fractional Brownian Motion Model
Abstract and Applied Analysis, 2014 Fractional Brownian motion with Hurst exponent H∈(1/2,1) is a good candidate for modeling financial time series with long-range dependence and self-similarity.
Lin Xu, Guangjun Shen, Dingjun Yao
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Fractional Brownian Motion Delayed by Tempered and Inverse Tempered Stable Subordinators
Methodology and Computing in Applied Probability, 2018 In recent years subordinated processes have been widely considered in the literature. These processes not only have wide applications but also have interesting theoretical properties.
Arun Kumar +3 more
semanticscholar +1 more source
Fluctuations of the power variation of fractional Brownian motion in Brownian time [PDF]
arXiv, 2013 We study the fluctuations of the power variation of fractional Brownian motion in Brownian ...
arxiv
The Fokker-Planck equation of the superstatistical fractional Brownian motion with application to passive tracers inside cytoplasm. [PDF]
R Soc Open Sci, 2022 Runfola C, Vitali S, Pagnini G.
europepmc +1 more source