Pages that link to "Item:Q5149684"

The following pages link to Brownian motion and beyond: first-passage, power spectrum, non-Gaussianity, and anomalous diffusion (Q5149684):

Displayed 13 items.

• Order flow in the financial markets from the perspective of the fractional Lévy stable motion (Q2060649) ‎ (← links)
• Beyond the universal Dyson singularity for 1-D chains with hopping disorder (Q2063568) ‎ (← links)
• Random diffusivity models for scaled Brownian motion (Q2131622) ‎ (← links)
• Diffusion in a Disk with a Circular Inclusion (Q5002504) ‎ (← links)
• Correlated continuous-time random walk with stochastic resetting (Q5043097) ‎ (← links)
• Anomalous diffusion: fractional Brownian motion vs fractional Ito motion (Q5049708) ‎ (← links)
• Unsupervised learning of anomalous diffusion data: an anomaly detection approach (Q5051662) ‎ (← links)
• Decomposing the effect of anomalous diffusion enables direct calculation of the Hurst exponent and model classification for single random paths (Q5053927) ‎ (← links)
• Classification of anomalous diffusion in animal movement data using power spectral analysis (Q5057874) ‎ (← links)
• Fractional Brownian motion with random diffusivity: emerging residual nonergodicity below the correlation time (Q5871979) ‎ (← links)
• Exact calculation of the mean first-passage time of continuous-time random walks by nonhomogeneous Wiener–Hopf integral equations (Q5878996) ‎ (← links)
• Hazard-selfsimilarity of diffusions’ first passage times (Q5888042) ‎ (← links)
• Power Brownian motion (Q6138892) ‎ (← links)