Generalized Fractional Master Equation for Self-Similar Stochastic Processes Modelling Anomalous Diffusion [PDF]
International Journal of Stochastic Analysis, 2012 The Master Equation approach to model anomalous diffusion is considered. Anomalous diffusion in complex media can be described as the result of a superposition mechanism reflecting inhomogeneity and nonstationarity properties of the medium. For instance, when this superposition is applied to the time-fractional diffusion process, the resulting Master ...
G. PAGNINI, A. MURA, MAINARDI, FRANCESCO
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Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach [PDF]
Physical Review E, 2007 By recourse to appropriate information theory quantifiers (normalized Shannon entropy and Martín-Plastino-Rosso intensive statistical complexity measure), we revisit the characterization of Gaussian self-similar stochastic processes from a Bandt-Pompe viewpoint.
Rosso, O. A. +7 more
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Stochastic self-similar processes and large scale structures [PDF]
, 2008 Chinnici, Marta
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On copulas of self-similar Ito processes
Dependence Modeling, 2021 We characterize the cumulative distribution functions and copulas of two-dimensional self-similar Ito processes, with randomly correlated Wiener margins, as solutions of certain elliptic partial differential equations.
Jaworski Piotr, Krzywda Marcin
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Estimation of stopping times for stopped self-similar random processes [PDF]
, 2021 Let X=(Xt)t≥0 be a known process and T an unknown random time independent of X. Our goal is to derive the distribution of T based on an iid sample of XT. Belomestny and Schoenmakers (Stoch Process Appl 126(7):2092–2122, 2015) propose a solution based the
Schulmann, Viktor
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Circadian KaiC phosphorylation: a multi-layer network. [PDF]
PLoS Computational Biology, 2009 Circadian KaiC phosphorylation in cyanobacteria reconstituted in vitro recently initiates a series of studies experimentally and theoretically to explore its mechanism.
Congxin Li +3 more
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Time scales in epigenetic dynamics and phenotypic heterogeneity of embryonic stem cells. [PDF]
PLoS Computational Biology, 2013 A remarkable feature of the self-renewing population of embryonic stem cells (ESCs) is their phenotypic heterogeneity: Nanog and other marker proteins of ESCs show large cell-to-cell variation in their expression level, which should significantly ...
Masaki Sasai +4 more
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Symmetric Stochastic Integrals with Respect to a Class of Self-similar Gaussian Processes [PDF]
Journal of Theoretical Probability, 2018 We study the asymptotic behavior of the $ν$-symmetric Riemman sums for functionals of a self-similar centered Gaussian process $X$ with increment exponent $0(2\ell+1)^{-1}$, we prove that the convergence holds in probability.
Daniel Harnett +2 more
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Identifying Arguments of Space-Time Fractional Diffusion: Data-Driven Approach
Frontiers in Applied Mathematics and Statistics, 2020 A plethora of complex dynamical systems from disordered media to biological systems exhibit mathematical characteristics (e.g., long-range dependence, self-similar and power law magnitude increments) that are well-fitted by fractional partial ...
Mohamed Ridha Znaidi +3 more
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Methods for analysis of functionals on Gaussian self similar processes [PDF]
, 2018 Many engineering and scientific applications necessitate the estimation of statistics of various functionals on stochastic processes. In Chapter 2, Norros et al’s Girsanov theorem for fBm is reviewed and extended to allow for non-unit volatility. We then
Bhatia, Hirdyesh
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