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