fractional lévy motion Latest Research Papers

2020 ◽

Author(s):

Vadim Shergin ◽

Larysa Chala ◽

Serhii Udovenko

Keyword(s):

Hurst Exponent ◽

Statistical Properties ◽

Lévy Motion ◽

Fractional Lévy Motion

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Estimating the Hurst Exponent of Fractional Levy Motion by the Fractional Moments Method

2019 IEEE International Scientific-Practical Conference Problems of Infocommunications, Science and Technology (PIC S&T) ◽

10.1109/picst47496.2019.9061298 ◽

2019 ◽

Cited By ~ 1

Author(s):

Vadim Shergin

Keyword(s):

Hurst Exponent ◽

Lévy Motion ◽

Moments Method ◽

Fractional Moments ◽

Fractional Lévy Motion

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Estimation of the contribution of a component to the overall risk for a portfolio defined by the multivariate fractional Levy motion

Herald of Tver State University Series Applied Mathematics ◽

10.26456/vtpmk177 ◽

2017 ◽

pp. 27-44

Author(s):

Olga Rumyantseva ◽

◽

Yurii Khokhlov ◽

Keyword(s):

Lévy Motion ◽

Fractional Lévy Motion ◽

Overall Risk

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On one application of fractional Levy motion to network traffic modeling

Herald of Tver State University Series Applied Mathematics ◽

10.26456/vtpmk120 ◽

2017 ◽

pp. 17-29

Author(s):

Oksana Sidorova ◽

Keyword(s):

Network Traffic ◽

Traffic Modeling ◽

Lévy Motion ◽

Network Traffic Modeling ◽

Fractional Lévy Motion

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MULTIVARIATE FRACTIONAL LEVY MOTION AND ITS APPLICATIONS

Informatics and Applications ◽

10.14357/19922264160212 ◽

2016 ◽

Keyword(s):

Lévy Motion ◽

Fractional Lévy Motion

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Transport equation describing fractional Lévy motion of suprathermal ions in TORPEX

Nuclear Fusion ◽

10.1088/0029-5515/54/10/104009 ◽

2014 ◽

Vol 54 (10) ◽

pp. 104009 ◽

Cited By ~ 25

Author(s):

A. Bovet ◽

M. Gamarino ◽

I. Furno ◽

P. Ricci ◽

A. Fasoli ◽

...

Keyword(s):

Transport Equation ◽

Lévy Motion ◽

Suprathermal Ions ◽

Fractional Lévy Motion

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Asymptotic Behaviour of the Distribution Density of the Fractional Lévy Motion

Modern Stochastics and Applications - Springer Optimization and Its Applications ◽

10.1007/978-3-319-03512-3_11 ◽

2013 ◽

pp. 175-201

Author(s):

Victoria P. Knopova ◽

Alexey M. Kulik

Keyword(s):

Asymptotic Behaviour ◽

Distribution Density ◽

Lévy Motion ◽

Fractional Lévy Motion

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Path integral approach to fractional Lévy motion

Journal of Physics A Mathematical and Theoretical ◽

10.1088/1751-8113/46/11/115005 ◽

2013 ◽

Vol 46 (11) ◽

pp. 115005 ◽

Cited By ~ 2

Author(s):

Horacio S Wio

Keyword(s):

Path Integral ◽

Integral Approach ◽

Path Integral Approach ◽

Lévy Motion ◽

Fractional Lévy Motion

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Fractional Lévy motion through path integrals

Journal of Physics A Mathematical and Theoretical ◽

10.1088/1751-8113/42/5/055003 ◽

2009 ◽

Vol 42 (5) ◽

pp. 055003 ◽

Cited By ~ 17

Author(s):

I Calvo ◽

R Sánchez ◽

B A Carreras

Keyword(s):

Path Integrals ◽

Lévy Motion ◽

Fractional Lévy Motion

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Towards Synthesis of Solar Wind and Geomagnetic Scaling Exponents: A Fractional Lévy Motion Model

Space Science Reviews ◽

10.1007/s11214-006-4578-2 ◽

2005 ◽

Vol 121 (1-4) ◽

pp. 271-284 ◽

Cited By ~ 36

Author(s):

Nicholas W. Watkins ◽

Daniel Credgington ◽

Bogdan Hnat ◽

Sandra C. Chapman ◽

Mervyn P. Freeman ◽

...

Keyword(s):

Solar Wind ◽

Motion Model ◽

Scaling Exponents ◽

Lévy Motion ◽

Fractional Lévy Motion

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fractional lévy motion
Recently Published Documents

TOTAL DOCUMENTS

H-INDEX

Statistical Properties of the Hurst Exponent Estimates for Fractional Levy Motion

Estimating the Hurst Exponent of Fractional Levy Motion by the Fractional Moments Method

Estimation of the contribution of a component to the overall risk for a portfolio defined by the multivariate fractional Levy motion

On one application of fractional Levy motion to network traffic modeling

MULTIVARIATE FRACTIONAL LEVY MOTION AND ITS APPLICATIONS

Transport equation describing fractional Lévy motion of suprathermal ions in TORPEX

Asymptotic Behaviour of the Distribution Density of the Fractional Lévy Motion

Path integral approach to fractional Lévy motion

Fractional Lévy motion through path integrals

Towards Synthesis of Solar Wind and Geomagnetic Scaling Exponents: A Fractional Lévy Motion Model

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fractional lévy motionRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

Statistical Properties of the Hurst Exponent Estimates for Fractional Levy Motion

Estimating the Hurst Exponent of Fractional Levy Motion by the Fractional Moments Method

Estimation of the contribution of a component to the overall risk for a portfolio defined by the multivariate fractional Levy motion

On one application of fractional Levy motion to network traffic modeling

MULTIVARIATE FRACTIONAL LEVY MOTION AND ITS APPLICATIONS

Transport equation describing fractional Lévy motion of suprathermal ions in TORPEX

Asymptotic Behaviour of the Distribution Density of the Fractional Lévy Motion

Path integral approach to fractional Lévy motion

Fractional Lévy motion through path integrals

Towards Synthesis of Solar Wind and Geomagnetic Scaling Exponents: A Fractional Lévy Motion Model

fractional lévy motion
Recently Published Documents