Michał Balcerek

MaRDI QIDQ1620030zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Two-dimensional fractional Brownian motion: analysis in time and frequency domains Journal of Physics A: Mathematical and Theoretical	2026-05-28	Paper
Two-dimensional Brownian motion with dependent components: turning angle analysis Chaos	2025-05-28	Paper
Evaluating Gaussianity of heterogeneous fractional Brownian motion Journal of Physics A: Mathematical and Theoretical	2025-05-28	Paper
About subordinated generalizations of 3 classical models of option pricing Mathematica Applicanda	2025-02-04	Paper
Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions Chaos	2024-07-09	Paper
Modelling intermittent anomalous diffusion with switching fractional Brownian motion New Journal of Physics	2024-06-21	Paper
Erratum to: ``Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions'' Chaos	2024-06-12	Paper
Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions	2022-06-08	Paper
Testing of fractional Brownian motion in a noisy environment Chaos, Solitons and Fractals	2022-04-14	Paper
Discriminating Gaussian processes via quadratic form statistics Chaos: An Interdisciplinary Journal of Nonlinear Science	2021-07-15	Paper
About subordinated generalizations of 3 classical models of option pricing	2021-03-18	Paper
Discrimination of particulate matter emission sources using stochastic methods Physica A	2018-11-13	Paper

Research outcomes over time

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