Non-Markovian stochastic processes and theirapplications: from anomalous diffusion to time series analysis

Similar Works

Action	Title	Year	Authors
+ PDF Chat	Characterizations and simulations of a class of stochastic processes to model anomalous diffusion	2008	A. Mura Gianni Pagnini
+ PDF Chat	The Role of Fractional Time-Derivative Operators on Anomalous Diffusion	2017	A. A. Tateishi Haroldo V. Ribeiro E. K. Lenzi
+ PDF Chat	A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics	2009	Antonio Mura Francesco Mainardi
+ PDF Chat	Generalized Fractional Master Equation for Self-Similar Stochastic Processes Modelling Anomalous Diffusion	2012	Gianni Pagnini Antonio Mura Francesco Mainardi
+	Time-Averaged Statistics-Based Methods for Anomalous Diffusive Exponent Estimation of Fractional Brownian Motion	2021	Katarzyna Maraj-Zygmąt Agnieszka Wyłomańska
+	A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics	2007	Antonio Mura Francesco Mainardi
+	Concepts in Diffusion and Stochastic Processes	2023	L. R. Evangelista E. K. Lenzi
+	Analytic model for transient anomalous diffusion with highly persistent correlations	2019	Sean Carnaffan Reiichiro Kawai
+	Erdélyi-Kober Fractional Diffusion	2011	Gianni Pagnini
+ PDF Chat	From diffusion to anomalous diffusion: A century after Einstein’s Brownian motion	2005	Igor M. Sokolov J. Klafter
+	Numerical approximation of time-fractional differential equations	2017	Hua‐Cheng Zhou
+ PDF Chat	Analytic approaches of the anomalous diffusion: A review	2019	M. A. F. dos Santos
+	A New Perspective on the Stochastic Fractional Order Materialized by the Exact Solutions of Allen-Cahn Equation	2023	Faeza Lafta Hasan Mohamed A. Abdoon Rania Saadeh Mohammed Berir Ahmad Qazza
+	Anomalous Diffusion: Models, Their Analysis, and Interpretation	2012	Yury Luchko
+ PDF Chat	Erdélyi-Kober fractional diffusion	2011	Gianni Pagnini
+	Fractional derivative with non-singular kernels in anomalous relaxation and diffusion modeling	2016	HongGuang Sun Xiaoxiao Hao Yong Zhang Dumitru Băleanu
+	Fractional Anomalous Diffusion	2023	L. R. Evangelista E. K. Lenzi
+ PDF Chat	Relaxation and diffusion models with non-singular kernels	2016	HongGuang Sun Xiaoxiao Hao Yong Zhang Dumitru Băleanu
+ PDF Chat	Focus Point on Modelling Complex Real-World Problems with Fractal and New Trends of Fractional Differentiation	2018	Abdon Atangana Zakia Hammouch Gisèle Mophou Kolade M. Owolabi
+	STOCHASTIC MODELS GSTM 43	2011	Mark M. Meerschaert

Works That Cite This (9)

Action	Title	Year	Authors
+ PDF Chat	Centre-of-Mass Like Superposition of Ornstein–Uhlenbeck Processes: A Pathway to Non-Autonomous Stochastic Differential Equations and to Fractional Diffusion	2018	Mirko D’Ovidio Silvia Vitali Vittoria Sposini Oleksii Sliusarenko Paolo Paradisi Gastone Castellani P. Gianni
+	Existence and upper bound for the density of solutions of stochastic differential equations driven by generalized grey noise	2017	José Luίs da Silva Mohamed Erraoui
+ PDF Chat	A Stochastic Solution with Gaussian Stationary Increments of the Symmetric Space-Time Fractional Diffusion Equation	2016	Gianni Pagnini Paolo Paradisi
+ PDF Chat	The Role of the Central Limit Theorem in the Heterogeneous Ensemble of Brownian Particles Approach	2019	Silvia Vitali Iva Budimir Claudio Runfola Gastone Castellani
+ PDF Chat	Fractional diffusions with time-varying coefficients	2015	Roberto Garra Enzo Orsingher Federico Polito
+ PDF Chat	Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives	2018	Wei Liu Michael Röckner José Luίs da Silva
+ PDF Chat	The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes	2013	Gianni Pagnini
+	The Role of the Central Limit Theorem in the Heterogeneous Ensemble of Brownian Particles Approach	2019	Silvia Vitali Iva Budimir Claudio Runfola Gastone Castellani
+ PDF Chat	Self-similar stochastic models with stationary increments for symmetric space-time fractional diffusion	2014	Gianni Pagnini

Works Cited by This (0)

Action	Title	Year	Authors