On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model [PDF]
, 2009 Franco Flandoli +2 more
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On fractional Brownian motion limits in one dimensional nearest-neighbor symmetric simple exclusion
, 2007 Magda Peligrad, Sunder Sethuraman
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Fractional Gaussian Noise: Spectral Density and Estimation Methods
Journal of Time Series Analysis, Volume 46, Issue 6, Page 1146-1174, November 2025.The fractional Brownian motion (fBm) process, governed by a fractional parameter H∈(0,1)$$ H\in \left(0,1\right) $$, is a continuous‐time Gaussian process with its increment being the fractional Gaussian noise (fGn). This article first provides a computationally feasible expression for the spectral density of fGn.
Shuping Shi, Jun Yu, Chen Zhang
wiley +1 more source
A singular stochastic differential equation driven by fractional Brownian motion
, 2007 Yaozhong Hu +2 more
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Recursive algorithm for transition density approximation and simulation of diffusion processes
Statistica Neerlandica, Volume 79, Issue 4, November 2025.ABSTRACT Diffusion processes and more generally, stochastic differential equations (SDEs), are widely used to model natural and financial systems. However, accurately simulating them remains challenging due to the limitations of discretization methods. We propose a recursive algorithm to approximate the transition density of scalar diffusion processes ...
Samir Ben‐Hariz +2 more
wiley +1 more source
Iterative Forecasting of Financial Time Series: The Greek Stock Market from 2019 to 2024. [PDF]
Entropy (Basel)Bakalis E, Zerbetto F.
europepmc +1 more source
Advanced Materials, Volume 37, Issue 41, October 16, 2025.Observation and detection of neurotransmitter dynamics in aqueous system has been hurdle for analytical fields due to its weak and reversible nature. A terahertz‐nanodisc metasurface which implements comprehensive detection over conformational change and selective sensing is introduced. Utilizing the THz regime photonics and biomimetic environment with
Taeyeon Kim +6 more
wiley +1 more source
Impact of Brownian motion on the optical soliton solutions for the three component nonlinear Schrödinger equation. [PDF]
Sci RepBaber MZ +5 more
europepmc +1 more source
On weak approximations of integrals with respect to fractional Brownian motion
, 2008 Leszek Słomiński, Bartosz Ziemkiewicz
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Microdroplet Magnetic Field Sensor Utilizing Magneto‐Birefringence Effect
Advanced Materials Technologies, Volume 10, Issue 19, October 7, 2025.A compact sensor based on birefringent microdroplets of magnetic nanoplatelet suspension enables precise optical detection of magnetic field strength and direction at the microscale. The system offers high sensitivity, fast response, and compatibility with lab‐on‐chip applications.
Martin Horvat +4 more
wiley +1 more source