دانلود مقالات ISI درباره 60G18 + ترجمه فارسی

Shiga-Watanabe's time inversion property for self-similar diffusion processes

Keywords: 60G18; 60J60; 60J25; Time inversion; Self-similar; Bessel process; Diffusion; Rotation invariant; Skew product; Radial process; Spherical process;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2007 سفارش ترجمه

Some aspects of fractional diffusion equations of single and distributed order

Keywords: 26A33; 45K05; 60G18; 60J60Anomalous diffusion; Fractional derivatives; Integral transforms; Mellin-Barnes integrals; Stochastic processes; Asymptotic power laws

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2007 سفارش ترجمه

On some transformations between positive self-similar Markov processes

Keywords: 60G18; 60G17Self-similar Markov processes; Lévy processes; Weak convergence; Decomposition at the minimum; Conditioning; hh-transforms

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2007 سفارش ترجمه

Functional limit theorems for generalized quadratic variations of Gaussian processes

Keywords: 60F05; 60F17; 60G15; 60G18; 62G05Almost sure convergence; Central limit theorem; Fractional processes; Gaussian processes; Generalized quadratic variations

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2007 سفارش ترجمه

Max-semi-selfdecomposable laws and related processes

Keywords: 60E07; 60G18; 60G70; 62E10; 62M10; Max-stability; Max-semi-stability; Max-selfdecomposability; Max-semi-selfdecomposability; Max-infinite divisibility; Semi-selfdecomposability; Extremal process; Levy process; Laplace transform;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2006 سفارش ترجمه

On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion

Keywords: 60G18; 60H10Absolute continuity; Doss–Sussmann transformation; Fractional Brownian motion; Newton–Côtes SDE

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2006 سفارش ترجمه

The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups

Keywords: 60G18; 60G51; 60J25Semi-stable Markov processes; Multiplicative Lévy processes; Lamperti representation; Time-change; Feller processes

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2006 سفارش ترجمه

Transformation formulas for fractional Brownian motion

Keywords: 60G15; 60G18; 26A33; 60H05Fractional Brownian motion; Integral transform; Fractional calculus; Stochastic integration

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2006 سفارش ترجمه

How rich is the class of multifractional Brownian motions?

Keywords: Primary 60G15; 60G18; secondary 60K99Fractional Brownian motion; Multifractional Brownian motion; Correlation structure; Self-similarity; Local self-similarity

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2006 سفارش ترجمه

On fractional tempered stable motion

Keywords: 60G18; 60E07; 60F05; 60G17Fractional Brownian motion; Fractional tempered stable motion; Lévy processes; Tempered stable processes

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2006 سفارش ترجمه

Optimality of an explicit series expansion of the fractional Brownian sheet

Keywords: 60G15; 60G18; Fractional Brownian motion; Fractional Brownian sheet; Series expansion; Rate of convergence;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2005 سفارش ترجمه

Fox H functions in fractional diffusion

Keywords: 26A33; 33C20; 33C60; 33E12; 33E20; 33E30; 44A15; 60G18; 60J60; Fox H-functions; Mellin-Barnes integrals; Fractional derivatives; Fractional diffusion; Probability distributions;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2005 سفارش ترجمه

Wavelet-based simulation of fractional Brownian motion revisited

Keywords: 60G18; 41A58; 60F15; Fractional Brownian motion; Wavelets; Low- and high-pass filters; Zero moments; FARIMA time series; Simulation;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2005 سفارش ترجمه

The 1/H-variation of the divergence integral with respect to the fractional Brownian motion for H>1/2 and fractional Bessel processes

Keywords: 60H05; 60H07; 60G18; Fractional Brownian motion; Malliavin calculus; Divergence integral; p-variation; Bessel processes;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2005 سفارش ترجمه

m-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index

Keywords: 60H05; 60G15; 60G18; m-order integral; Itô's formula; Fractional Brownian motion;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2005 سفارش ترجمه

Small deviations for fractional stable processes

Keywords: 60E07; 60G15; 60G17; 60G18; Fractional Brownian motion; Gaussian process; Linear fractional stable motion; Riemann-Liouville process; Small ball constants; Small ball probabilities; Small deviations; Stable process; Wavelets;

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2005 سفارش ترجمه