Keywords: حرکت فراوانی برونی; Remaining useful life; Age- and state-dependence; Long-range dependence; Fractional Brownian motion; First passage time;
مقالات ISI حرکت فراوانی برونی (ترجمه نشده)
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Keywords: حرکت فراوانی برونی; Fractional Brownian motion; Viability; Tangency property; 60H15; 60G15; 60H05;
Keywords: حرکت فراوانی برونی; Stochastic differential equation; Fractional Brownian motion; Comparison theorem;
Keywords: حرکت فراوانی برونی; Fractional Brownian motion; Rainbow options; Asian options; Monte Carlo simulation;
Keywords: حرکت فراوانی برونی; Detrending moving average algorithm; Statistical test; Fractional brownian motion;
Keywords: حرکت فراوانی برونی; Large deviation statistics; Fractional Brownian motion; Anomalous diffusion exponent; Sub-gamma random variable;
Keywords: حرکت فراوانی برونی; 60G15; 60H07; 60H10; Fractional Brownian motion; Rough differential systems; Mutual intersection;
Keywords: حرکت فراوانی برونی; Stochastic fractional evolution equation; Fractional Brownian motion; Infinite delay; 60H15; 60G15; 60H05;
Keywords: حرکت فراوانی برونی; Stochastic age-dependent capital system; Mean-square dissipativity; Numerical methods; Fractional Brownian motion; Poisson jumps; 60H10; 60H05; 60H35; 65C30;
Keywords: حرکت فراوانی برونی; 1âf noise; Fractional Brownian motion; Bayesian estimation; Wavelet transform;
Keywords: حرکت فراوانی برونی; Large deviation; Tail probability; Inverse of α-stable subordinator; Fractional Brownian motion;
Keywords: حرکت فراوانی برونی; Remaining useful life; Non-Markovian diffusion process; Fractional Brownian motion; Maximum likelihood; Weak convergence;
Keywords: حرکت فراوانی برونی; primary; 60F05; secondary; 60G15; Extreme values; Storage process; Fractional Brownian motion; Discrete time process;
Keywords: حرکت فراوانی برونی; Segmentation; Anomalous diffusion process; Anomalous diffusion exponent; Fractional Brownian motion;
Keywords: حرکت فراوانی برونی; 60G15; 60G18; 60G22; 60H05; 60H07; Fractional Brownian motion; Divergence integral; Stochastic integral; Fractional Bessel process;
Keywords: حرکت فراوانی برونی; Fractional Brownian motion; Random walk in random scenery; Persistence;
Keywords: حرکت فراوانی برونی; Pedestrian; Evacuation; Cellular automata; Queueing time; Critical time; Fractional Brownian motion;
Keywords: حرکت فراوانی برونی; Cementitious microstructures; Aggregate inclusions; Level set method; Extended finite element method; Fractional Brownian motion; Packing algorithm;
Keywords: حرکت فراوانی برونی; The sewing lemma; Riemann-Stieltjes integrals; Stochastic integrals; Fractional Brownian motion;
Keywords: حرکت فراوانی برونی; Estimator; Fractional Brownian motion; Long memory; Short memory; Change point detection;
Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion
Keywords: حرکت فراوانی برونی; 60H15; 60G15; 60H05; Mild solution; Semigroup of bounded linear operator; Fractional Brownian motion; Stochastic integration for fractional Brownian motion;
Keywords: حرکت فراوانی برونی; Asymptotic stability; Fixed point theorem; Fractional Brownian motion; Fractional calculus; Stochastic differential inclusions; 34A08; 34A12; 34K50; 47H10; 60G22;
Generalized fractional Laplace motion
Keywords: حرکت فراوانی برونی; Fractional Brownian motion; Gamma process; Subordination;
Keywords: حرکت فراوانی برونی; Pollutant drift; Fractional Brownian motion; GIS; Particle-tracking; Visualization; Red tide;
Keywords: حرکت فراوانی برونی; Forest valuation; Stochastic prices; Real option value; Fractional Brownian motion; Faustmann;
Anticipative backward stochastic differential equations driven by fractional Brownian motion
Keywords: حرکت فراوانی برونی; 60H10; 60H20; 60G22; Anticipative backward stochastic differential equation; Fractional Brownian motion; Comparison theorem;
Keywords: حرکت فراوانی برونی; stochastic evolution equations; fractional Brownian motion; controllability; 60H15; 60G15; 93E03; 93B05;
Fractional smoothness of derivative of self-intersection local times
Keywords: حرکت فراوانی برونی; 60G15; 60H07; Smoothness; Derivative of self-intersection local time; Brownian motion; Fractional Brownian motion;
Prediction law of fractional Brownian motion
Keywords: حرکت فراوانی برونی; 60G22; 60G25; Fractional Brownian motion; Prediction; Regular conditional law;
Representation of local times of fractional Brownian motion
Keywords: حرکت فراوانی برونی; Fractional Brownian motion; Local times; Quadratic variations;
Keywords: حرکت فراوانی برونی; Kriging; Fuzzy Logic; Spatial variability; Fitting criteria; Distance metrics; Fractional Brownian motion;
Small ball properties and representation results
Keywords: حرکت فراوانی برونی; 60H05; 60G15; 60G22; Integral representation; Generalized Lebesgue-Stieltjes integral; Small ball estimate; Quasi-helix; Fractional Brownian motion;
Local times of stochastic differential equations driven by fractional Brownian motions
Keywords: حرکت فراوانی برونی; Local time; Fractional Brownian motion; Stochastic differential equation;
Keywords: حرکت فراوانی برونی; 34C29; 60G22; 60H15; Stochastic averaging; Mild solution; Stochastic partial differential equation; Fractional Brownian motion; Two-time scale;
Keywords: حرکت فراوانی برونی; Anomalous diffusion; Fractional diffusion; Fractional Brownian motion; Fractional Fokker-Planck; Suspensions rheology;
Keywords: حرکت فراوانی برونی; stochastic partial differential equation; fractional Brownian motion; Malliavin calculus; Gaussian density estimates; 60G35; 60H07; 60H15;
Invariance for rough differential equations
Keywords: حرکت فراوانی برونی; 60H10; Viability theorem; Comparison theorem; Rough differential equations; Fractional Brownian motion; Logistic equation;
Young differential equations with power type nonlinearities
Keywords: حرکت فراوانی برونی; Fractional Brownian motion; Fractional calculus; Young integration; Integral equations;
Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion
Keywords: حرکت فراوانی برونی; 60G22; 60F05; Fractional Brownian motion; Self-intersection local time; Wiener chaos expansion; Central limit theorem;
Keywords: حرکت فراوانی برونی; C1; C12; G12; Fractional Brownian motion; Hurst index test; Bi-power variation; Finite jumps;
Keywords: حرکت فراوانی برونی; Thermodynamics; System modelling; Fractional calculus; Fractional Brownian motion; Power law
Keywords: حرکت فراوانی برونی; Complex system; Business cycle; Phase transition; Fractional Brownian motion; Human experiment
Keywords: حرکت فراوانی برونی; Correlated random walk; Fractional Brownian motion; Long-range dependence; Mean-squared displacement; Turning angles; Super-diffusion;
Keywords: حرکت فراوانی برونی; Mild solution; Stochastic differential equations; Impulsive neutral integro-differential equations; Fractional Brownian motion; Existence and uniqueness; Exponential stability
Keywords: حرکت فراوانی برونی; 28D05; 60D58; Fractional Brownian motion; Fractal dimension; Sample path; Level set;
Keywords: حرکت فراوانی برونی; Fractional Brownian motion; Fractional binary markets; Binary markets; Arbitrage opportunities;
Keywords: حرکت فراوانی برونی; 60G22; 60G15Cholesky decomposition; Hurst parameter; Fractional Brownian motion; Maximum loss; Sudakov–Fernique inequality
Keywords: حرکت فراوانی برونی; Stochastic neural networks; Mean-square dissipativity; Numerical methods; Fractional Brownian motion; Poisson jumps
Keywords: حرکت فراوانی برونی; Mixed stochastic differential equation; Stochastic delay differential equation; Convergence of solutions; Fractional Brownian motion; Vanishing delay; Euler approximation;
Keywords: حرکت فراوانی برونی; Transport equation; Fractional Brownian motion; Malliavin calculus; Method of characteristics; Existence and estimates of the density