Add to ORKGPassive scalar motion in a family of random Gaussian velocity fields with long-range correlations is shown to converge to persistent fractional Brownian motions in long times
We consider a stochastic jump flow in an interval (−a, b), where a, b> 0. Each particle of the fl...
Numerous examples for a priori unexpected non-Gaussian behaviour for normal and anomalous diffusion ...
Some of the most significant constructions of the fractional brownian motion developed recently are ...
Passive scalar motion in a family of random Gaussian velocity fields with long-range correl...
We study the motion of a random walker in one longitudinal and d transverse dimensions with a quench...
We establish diffusion and fractional Brownian motion approximations for motions in a Marko...
Abstract. In this work we introduce correlated random walks on Z. When picking suitably at random th...
AbstractIn this work we introduce correlated random walks on Z. When picking suitably at random the ...
Abstract. We introduce a class of Gaussian processes with stationary in-crements which exhibit long-...
We study the motion of an inertial particle in a fractional Gaussian ran-dom field. The motion of th...
We consider a problem of statistical estimation of an unknown drift parameter for a stochastic diff...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
We study the long-time, large scale transport in a three-parameter family of isotropic, inc...
We introduce a class of Gaussian processes with stationary increments which exhibit long-range depen...
We study asymptotic expansion of the likelihood of a certain class of Gaussian processes characteriz...
We consider a stochastic jump flow in an interval (−a, b), where a, b> 0. Each particle of the fl...
Numerous examples for a priori unexpected non-Gaussian behaviour for normal and anomalous diffusion ...
Some of the most significant constructions of the fractional brownian motion developed recently are ...
Passive scalar motion in a family of random Gaussian velocity fields with long-range correl...
We study the motion of a random walker in one longitudinal and d transverse dimensions with a quench...
We establish diffusion and fractional Brownian motion approximations for motions in a Marko...
Abstract. In this work we introduce correlated random walks on Z. When picking suitably at random th...
AbstractIn this work we introduce correlated random walks on Z. When picking suitably at random the ...
Abstract. We introduce a class of Gaussian processes with stationary in-crements which exhibit long-...
We study the motion of an inertial particle in a fractional Gaussian ran-dom field. The motion of th...
We consider a problem of statistical estimation of an unknown drift parameter for a stochastic diff...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
We study the long-time, large scale transport in a three-parameter family of isotropic, inc...
We introduce a class of Gaussian processes with stationary increments which exhibit long-range depen...
We study asymptotic expansion of the likelihood of a certain class of Gaussian processes characteriz...
We consider a stochastic jump flow in an interval (−a, b), where a, b> 0. Each particle of the fl...
Numerous examples for a priori unexpected non-Gaussian behaviour for normal and anomalous diffusion ...
Some of the most significant constructions of the fractional brownian motion developed recently are ...