AbstractOne considers a fractional stochastic process defined as the dynamics of a non-random fractional system subject to a Gaussian white noise. One shows how the probability distribution of the random paths so generated can be obtained by combining path integrals and the maximum entropy principle
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
We investigate the stochastic processes obtained as the fractional Riemann-Liouville integral of ord...
In this paper a stochastic calculus is given for the fractional Brownian motions that have the Hurst...
AbstractOne considers a fractional stochastic process defined as the dynamics of a non-random fracti...
In this paper, the Path Integral solution is developed in terms of complex moments. The method is ap...
In this paper we show, by using dyadic approximations, the existence of a geometric rough path assoc...
This paper is devoted to the estimation of the entropy of the dynamical system {Xα (t), t ≥ 0}, wher...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
In this work, we analyze two important stochastic processes, the fractional Brownian motion and frac...
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, m...
This thesis extends the existing results in the theory of random dynamical systems driven by fractio...
Fractional Brownian motion (FBM) with Hurst parameter index between 0 and 1 is a stochastic process ...
Path integrals play a crucial role in describing the dynamics of physical systems subject to classic...
Tyt. z nagłówka.Bibliogr. s. 415-416.Given a Gaussian stationary increment processes, we show that a...
Impact of correlated noises on dynamical systems is investigated by considering Fokker-Planck type e...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
We investigate the stochastic processes obtained as the fractional Riemann-Liouville integral of ord...
In this paper a stochastic calculus is given for the fractional Brownian motions that have the Hurst...
AbstractOne considers a fractional stochastic process defined as the dynamics of a non-random fracti...
In this paper, the Path Integral solution is developed in terms of complex moments. The method is ap...
In this paper we show, by using dyadic approximations, the existence of a geometric rough path assoc...
This paper is devoted to the estimation of the entropy of the dynamical system {Xα (t), t ≥ 0}, wher...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
In this work, we analyze two important stochastic processes, the fractional Brownian motion and frac...
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, m...
This thesis extends the existing results in the theory of random dynamical systems driven by fractio...
Fractional Brownian motion (FBM) with Hurst parameter index between 0 and 1 is a stochastic process ...
Path integrals play a crucial role in describing the dynamics of physical systems subject to classic...
Tyt. z nagłówka.Bibliogr. s. 415-416.Given a Gaussian stationary increment processes, we show that a...
Impact of correlated noises on dynamical systems is investigated by considering Fokker-Planck type e...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
We investigate the stochastic processes obtained as the fractional Riemann-Liouville integral of ord...
In this paper a stochastic calculus is given for the fractional Brownian motions that have the Hurst...
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