Processes in which the components of the vector of input actions are in stochastic dependence are considered in the report. Such processes are called H-processes. Computational studies have shown that H-processes occur in a space of fractional dimension. An algorithm for estimating the dimension of the space in which the process proceeds is proposed. Computational experiments were carried out on the basis of the proposed algorithm. Experiments have shown that the dimension of the space in which the H-process proceeds is not only fractional, but also variabl
In this thesis, we study various notions of variation of certain stochastic processes, namely $p$-va...
Since the late 80’s of the last century, there has been alot of development in the mathematical stud...
A representation of one-dependent processes is given in terms of Hilbert spaces, vectors and bounded...
The problem of the discrete continuous processes having "tubular" structure in space "input-output" ...
Abstract. Given a two-dimensional fractional multiplicative process (Ft)t∈[0,1] determined by two Hu...
In this paper we consider the problem of modeling noninertial processes with stochastic dependence b...
\,\Te discuss issues involved in estimating the dimension of a fractal point process. We first defin...
This paper concerns the intermediate dimensions, a spectrum of dimensions that interpolate between t...
Bivariate occupation measure dimension is a new dimension for multidimensional random processes. Thi...
Using Monte Carlo simulation techniques, we look at statistical properties of two numerical methods ...
The exact analytical expression for the Hausdorff dimension of free processes driven by Gaussian noi...
In this dissertation, we study various dimension properties of the regularity of jump di usion proce...
Fractional Lévy process is a relatively new term from stochastic calculus. Its main use is in physic...
In this paper, we introduce a space fractional negative binomial process (SFNB) by time-changing the...
We show that a two-dimensional fractional multiplicative process has a uniform Hausdorff dimension r...
In this thesis, we study various notions of variation of certain stochastic processes, namely $p$-va...
Since the late 80’s of the last century, there has been alot of development in the mathematical stud...
A representation of one-dependent processes is given in terms of Hilbert spaces, vectors and bounded...
The problem of the discrete continuous processes having "tubular" structure in space "input-output" ...
Abstract. Given a two-dimensional fractional multiplicative process (Ft)t∈[0,1] determined by two Hu...
In this paper we consider the problem of modeling noninertial processes with stochastic dependence b...
\,\Te discuss issues involved in estimating the dimension of a fractal point process. We first defin...
This paper concerns the intermediate dimensions, a spectrum of dimensions that interpolate between t...
Bivariate occupation measure dimension is a new dimension for multidimensional random processes. Thi...
Using Monte Carlo simulation techniques, we look at statistical properties of two numerical methods ...
The exact analytical expression for the Hausdorff dimension of free processes driven by Gaussian noi...
In this dissertation, we study various dimension properties of the regularity of jump di usion proce...
Fractional Lévy process is a relatively new term from stochastic calculus. Its main use is in physic...
In this paper, we introduce a space fractional negative binomial process (SFNB) by time-changing the...
We show that a two-dimensional fractional multiplicative process has a uniform Hausdorff dimension r...
In this thesis, we study various notions of variation of certain stochastic processes, namely $p$-va...
Since the late 80’s of the last century, there has been alot of development in the mathematical stud...
A representation of one-dependent processes is given in terms of Hilbert spaces, vectors and bounded...