Keywords: حرکت فراوانی برونی; Fractional Brownian motion; Fractional stochastic Volterra equation; Stochastic convolution;
مقالات ISI حرکت فراوانی برونی (ترجمه نشده)
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Keywords: حرکت فراوانی برونی; Stochastic delay differential equation; Fractional Brownian motion; Asymptotic behavior
Keywords: حرکت فراوانی برونی; Backward stochastic differential equation; Fractional Brownian motion; Quasi-conditional expectation; Jensen's inequality; Comparison theorem; Comonotonic theorem;
Keywords: حرکت فراوانی برونی; primary; 60H07; secondary; 60F25; Malliavin calculus; Fractional Brownian motion; Non-central limit theorem; Power variation; Multiple stochastic integral;
Keywords: حرکت فراوانی برونی; primary, 60H15; secondary, 37H15, 60H07Fractional heat equation; Fractional Brownian motion; Malliavin calculus; Intermittency
Keywords: حرکت فراوانی برونی; 60G15; 60G22; 91G80; Canonical representation; Enlargement of filtration; Fractional Brownian motion; Gaussian process; Gaussian bridge; Hitsuda representation; Insider trading; Orthogonal representation; Prediction-invertible process; Volterra process;
Keywords: حرکت فراوانی برونی; primary; 60G15; secondary; 60G70; Shepp statistics; Scan statistics; Exact asymptotics; Extremes; Fractional Brownian motion;
Keywords: حرکت فراوانی برونی; Fractional Brownian motion; Wick-Itô calculus; Fractional Stratonovich calculus; Dynamic incompleteness; Option pricing;
Keywords: حرکت فراوانی برونی; Complex network; Fractional Brownian motion; Determined fluctuation analysis;
Keywords: حرکت فراوانی برونی; Local fractal dimension; Hurst coefficient; Triangular prism; Fractional Brownian motion; Image segmentation; Remote sensing;
Keywords: حرکت فراوانی برونی; Stochastic differential equations; Fractional Brownian motion; Malliavin calculus; Filtering; Optimal portfolio;
Keywords: حرکت فراوانی برونی; Fractional calculus; Fractional Brownian motion; Mobile/immobile; Subordination;
Keywords: حرکت فراوانی برونی; Stochastic evolution equation; Fractional Brownian motion; Galerkin method; Implicit Euler scheme
Keywords: حرکت فراوانی برونی; Fractional Brownian motion; α(t)α(t)-locally stationary; Pickands constants; Gaussian process
New and refined bounds for expected maxima of fractional Brownian motion
Keywords: حرکت فراوانی برونی; 60G22; 60G15; 60E15; Fractional Brownian motion; Convergence rate; Discrete time approximation; Pickands' constant;
ARCH model and fractional Brownian motion
Keywords: حرکت فراوانی برونی; ARCH model; Fractional Brownian motion; Stationary process; Volatility;
NMR signals within the generalized Langevin model for fractional Brownian motion
Keywords: حرکت فراوانی برونی; NMR; Brownian motion; Generalized Langevin equation; Fractional Brownian motion; Induction signal; Spin echo;
On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions
Keywords: حرکت فراوانی برونی; pth moment estimates; Divergence; Itô formula; Fractional Brownian motion;
On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
Keywords: حرکت فراوانی برونی; Bayesian estimators; Maximum likelihood estimators; Location parameter; Irregular statistical experiments; Fractional Brownian motion;
Securing images with a diffusion mechanism based on Fractional Brownian Motion
Keywords: حرکت فراوانی برونی; Image security; Fractional Brownian Motion; Confusion; Diffusion;
Harnack inequalities for SDEs driven by subordinator fractional Brownian motion
Keywords: حرکت فراوانی برونی; 60H15; 60G15; 60H05; Harnack inequality; Fractional Brownian motion; Subordinator;
Stochastic Navier-Stokes equations with Caputo derivative driven by fractional noises
Keywords: حرکت فراوانی برونی; Caputo derivative; Stochastic Navier-Stokes equations; Fractional Brownian motion; Mild solutions;
Ergodic properties of Lévy flights coexisting with subdiffusion and related models
Keywords: حرکت فراوانی برونی; Ergodicity; Mixing; Lévy flight; Stable process; Fractional Brownian motion;
Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
Keywords: حرکت فراوانی برونی; Averaging principle; Functional stochastic partial differential equation; Fractional Brownian motion; Two-time-scale Markov chain;
Stochastic differential calculus for Gaussian and non-Gaussian noises: A critical review
Keywords: حرکت فراوانی برونی; Stochastic differential equations; Stochastic integration; Gaussian and non-Gaussian white noise; Fractional Brownian motion; Wick calculus;
Existence and exponential stability for impulsive neutral stochastic functional differential equations driven by fBm with noncompact semigroup via Mönch fixed point
Keywords: حرکت فراوانی برونی; Impulsive neutral stochastic functional differential equations; Fractional Brownian motion; Noncompact semigroup; Hausdorff measure of noncompactness; Fixed point; Impulsive-integral inequality;
Microrheology, advances in methods and insights
Keywords: حرکت فراوانی برونی; MSD; mean square displacement; DWS; diffusing wave spectroscopy; AFM; atomic force microscopy; PTM; particle tracking microrheology; GSER; Generalized Stokes-Einstein Relation; μ0; the vacuum permeability; kB; Boltzmann's constant; PCA; principle compone
A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion
Keywords: حرکت فراوانی برونی; Fractional Brownian motion; Hurst index; Consistent estimator; Central limit theorem;
Forecasting of time data with using fractional Brownian motion
Keywords: حرکت فراوانی برونی; Stochastic model; Optimal forecast; Fractional Brownian motion; 60G22; 62M10; 91B84;
Stochastic averaging of quasi integrable and resonant Hamiltonian systems excited by fractional Gaussian noise with Hurst index 1/2â<Â HÂ <â1
Keywords: حرکت فراوانی برونی; Quasi integrable and resonant Hamiltonian system; Fractional Brownian motion; Fractional Gaussian noise; Stochastic averaging method; Internal resonant;
Bond pricing under mixed generalized CIR model with mixed Wishart volatility process
Keywords: حرکت فراوانی برونی; Fractional Brownian motion; Wishart process; CIR model; Zero-coupon bond;
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations
Keywords: حرکت فراوانی برونی; Randomized INAR(1) process; Temporal and contemporaneous aggregation; Long memory; Fractional Brownian motion; Stable distribution; Lévy process;
Elliott wave principle and the corresponding fractional Brownian motion in stock markets: Evidence from Nikkei 225 index
Keywords: حرکت فراوانی برونی; Elliott wave; Hausdorff dimension; Fractional Brownian motion;
Global attractiveness and quasi-invariant sets of impulsive neutral stochastic functional differential equations driven by fBm
Keywords: حرکت فراوانی برونی; Global attracting set; Quasi-invariant set; Exponential p-stability; Fractional Brownian motion
On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion
Keywords: حرکت فراوانی برونی; Fractional Brownian motion; Stochastic differential equation; Hurst index
The maximum rate of convergence for the approximation of the fractional Lévy area at a single point
Keywords: حرکت فراوانی برونی; Lévy area; Optimal approximation; Fractional Brownian motion; Trapezoidal rule
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching
Keywords: حرکت فراوانی برونی; 60H15; Fractional Brownian motion; Stochastic parabolic equation; Lyapunov exponent; Stability;
Quantifying long-range correlations with a multiscale ordinal pattern approach
Keywords: حرکت فراوانی برونی; Ordinal patterns probabilities; Fractional Brownian motion; Hurst exponent; Multiscale analysis;
Ergodicity of a generalized Jacobi equation and applications
Keywords: حرکت فراوانی برونی; 60H10Euler scheme; Fractional Brownian motion; Jacobi’s equation; Malliavin calculus; Morris–Lecar’s model; Random dynamical systems; Rough paths; Stochastic differential equations
Averaging along irregular curves and regularisation of ODEs
Keywords: حرکت فراوانی برونی; Regularization by noise; Stochastic differential equation; Young integral; Fractional Brownian motion;
Logarithmic Sobolev inequalities for fractional diffusion
Keywords: حرکت فراوانی برونی; 60E15; 60H15Logarithmic Sobolev inequality; Fractional Brownian motion; Path space
Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion
Keywords: حرکت فراوانی برونی; Malliavin calculus; Fractional Brownian motion; Hurst parameter; Central limit theorem; Berry–Esseen bound; Kolmogorov distance
Fractional order description of DNA
Keywords: حرکت فراوانی برونی; DNA; Signal processing; Fourier analysis; Information theory; Fractional calculus; Fractional Brownian motion;
Varadhan estimates for rough differential equations driven by fractional Brownian motions
Keywords: حرکت فراوانی برونی; Fractional Brownian motion; Stochastic differential equation; Varadhan estimates; Rough path
On the 1H-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter H<12
Keywords: حرکت فراوانی برونی; 60H05; 60H07; 60G18; Fractional Brownian motion; Malliavin calculus; Skorohod integral; Fractional Bessel processes;
Multichannel deconvolution with long range dependence: Upper bounds on the Lp-risk (1â¤p<â)
Keywords: حرکت فراوانی برونی; 62G08; 62G05; 62G20; Besov spaces; Brownian motion; Deconvolution; Fourier analysis; Fractional Brownian motion; Meyer wavelets; Multichannel deconvolution; Thresholding; Wavelet analysis;
Feynman–Kac representation for the parabolic Anderson model driven by fractional noise
Keywords: حرکت فراوانی برونی; Feynman–Kac formula; Parabolic Anderson model; Stochastic heat equation; Fractional Brownian motion
An accurate algorithm to calculate the Hurst exponent of self-similar processes
Keywords: حرکت فراوانی برونی; Hurst exponent; Long memory; GM algorithms; FD algorithms; Fractional Brownian motion; Lévy stable motion;
Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method
Keywords: حرکت فراوانی برونی; 60G22; 60H10; 90C20; 90C90; Stochastic differential equations; Fractional Brownian motion; Hurst parameter; Conic multivariate adaptive regression splines;
Large deviations for subordinated Brownian motion and applications
Keywords: حرکت فراوانی برونی; Brownian motion; Fractional Brownian motion; Inverse subordinator; αα-stable process; Large deviations