Bootstrap unit root inference for linear processes of possibly heavy-tailed GARCH-type noises.
- Published in:
- Econometric Reviews, 2025, v. 44, n. 6, p. 715, doi. 10.1080/07474938.2025.2454424
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- Publication type:
- Article
Works matching DE "BROWNIAN motion"
Results: 4206
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Averaging Principle for Mckean–Vlasov SDEs Driven by Multiplicative Fractional Noise With Highly Oscillatory Drift Coefficient.
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- Mathematical Methods in the Applied Sciences, 2025, v. 48, n. 9, p. 10215, doi. 10.1002/mma.10880
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- Publication type:
- Article
3
Hyers‐Ulam Stability of Pseudo Almost Periodic Solutions for Distribution‐Dependent Equations.
- Published in:
- Mathematical Methods in the Applied Sciences, 2025, v. 48, n. 9, p. 10028, doi. 10.1002/mma.10864
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- Publication type:
- Article
4
Stochastic SO (2) Lie Group Method for Approximating Correlation Matrices.
- Published in:
- Mathematics (2227-7390), 2025, v. 13, n. 9, p. 1496, doi. 10.3390/math13091496
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5
Power System Portfolio Selection and CO 2 Emission Management Under Uncertainty Driven by a DNN-Based Stochastic Model.
- Published in:
- Mathematics (2227-7390), 2025, v. 13, n. 9, p. 1477, doi. 10.3390/math13091477
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- Article
6
The Local Times for Additive Brownian Sheets and the Intersection Local Times for Independent Brownian Sheets.
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- Mathematics (2227-7390), 2025, v. 13, n. 9, p. 1425, doi. 10.3390/math13091425
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- Publication type:
- Article
7
带分布延迟的随机卷积的正则性.
- Published in:
- Journal of Capital Normal University (Natural Science Edition), 2025, v. 46, n. 2, p. 18, doi. 10.19789/j.1004-9398.2025.02.003
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- Publication type:
- Article
8
Optimal Algebras and Novel Solutions of Time‐Fractional (2 + 1) − D European Call Option Model.
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- Discrete Dynamics in Nature & Society, 2025, v. 2025, p. 1, doi. 10.1155/ddns/5568285
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- Article
9
Pricing Geometric Asian Power Option under the Mixed Weighted Fractional Brownian Motion Environment.
- Published in:
- IAENG International Journal of Applied Mathematics, 2025, v. 55, n. 5, p. 1100
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- Article
10
Optimal investment and reinsurance strategies with federal income tax under the Geometric Mean Reversion (GMR) model.
- Published in:
- Journal of Industrial & Management Optimization, 2025, v. 21, n. 5, p. 1, doi. 10.3934/jimo.2024193
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- Publication type:
- Article
11
Fractional Brownian motion ruin model with random inspection time.
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- Stochastics: An International Journal of Probability & Stochastic Processes, 2025, v. 97, n. 3, p. 417, doi. 10.1080/17442508.2025.2452864
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- Publication type:
- Article
12
The tadpole of Chiasmocleis altomontana (Anura: Microhylidae).
- Published in:
- PeerJ, 2025, p. 1, doi. 10.7717/peerj.19220
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- Publication type:
- Article
13
Estimation of Contact Time Among Animals from Telemetry Data.
- Published in:
- American Statistician, 2025, v. 79, n. 2, p. 265, doi. 10.1080/00031305.2024.2402264
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- Publication type:
- Article
14
Detecting Non-Brownian Trait Evolution in Adaptive Radiations.
- Published in:
- PLoS Biology, 2006, v. 4, n. 11, p. 2104, doi. 10.1371/journal.pbio.0040373
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- Article
15
Bridging the Gap between Theory and Ecology in Evolutionary Models.
- Published in:
- PLoS Biology, 2006, v. 4, n. 11, p. 1877, doi. 10.1371/journal.pbio.0040405
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- Publication type:
- Article
16
Signalling with Private Monitoring.
- Published in:
- Review of Economic Studies, 2025, v. 92, n. 2, p. 909, doi. 10.1093/restud/rdae035
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- Publication type:
- Article
17
Decomposing Duration Dependence in a Stopping Time Model.
- Published in:
- Review of Economic Studies, 2024, v. 91, n. 6, p. 3151, doi. 10.1093/restud/rdad109
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- Publication type:
- Article
18
Continuous-Time Games with Imperfect and Abrupt Information.
- Published in:
- Review of Economic Studies, 2024, v. 91, n. 4, p. 1988, doi. 10.1093/restud/rdad077
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- Publication type:
- Article
19
A simple model of the long-term interest rate.
- Published in:
- Journal of Post Keynesian Economics, 2022, v. 45, n. 1, p. 130, doi. 10.1080/01603477.2021.1878906
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- Publication type:
- Article
20
A stochastic operational matrix method for numerical solutions of mixed stochastic Volterra–Fredholm integral equations.
- Published in:
- International Journal of Wavelets, Multiresolution & Information Processing, 2020, v. 18, n. 2, p. N.PAG, doi. 10.1142/S0219691320500058
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- Publication type:
- Article
21
Influence of Chain Structure and Swelling on the Elasticity of Rubbery Materials: Localization Model Description.
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- Macromolecular Symposia, 2013, v. 329, n. 1, p. 87, doi. 10.1002/masy.201200098
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- Publication type:
- Article
22
Effects of NTO Oxidizer Temperature and Pressure on Hypergolic Ignition Delay and Life Time of UDMH Organic Gel Droplet.
- Published in:
- Propellants, Explosives, Pyrotechnics, 2013, v. 38, n. 5, p. 665, doi. 10.1002/prep.201200160
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- Publication type:
- Article
23
External Electric Field Control of Exciton Motion in Porphyrin‐Based Metal Organic Frameworks.
- Published in:
- Chemistry - A European Journal, 2024, v. 30, n. 33, p. 1, doi. 10.1002/chem.202400180
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- Publication type:
- Article
24
Is Hard Brexit Detrimental to EU Integration? Theory and Evidence.
- Published in:
- Open Economies Review, 2019, v. 30, n. 4, p. 621, doi. 10.1007/s11079-019-09540-y
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- Publication type:
- Article
25
Interpretation of NMR relaxation properties of Pin1, a two-domain protein, based on Brownian dynamic simulations.
- Published in:
- Journal of Biomolecular NMR, 2004, v. 29, n. 1, p. 21, doi. 10.1023/B:JNMR.0000019499.60777.6e
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- Publication type:
- Article
26
Risk-Sensitive Asset Management with Lognormal Interest Rates.
- Published in:
- Asia-Pacific Financial Markets, 2021, v. 28, n. 2, p. 169, doi. 10.1007/s10690-020-09312-6
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- Publication type:
- Article
27
Hyperbolic Symmetrization of Heston Type Diffusion.
- Published in:
- Asia-Pacific Financial Markets, 2019, v. 26, n. 3, p. 355, doi. 10.1007/s10690-019-09269-1
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- Publication type:
- Article
28
The Instantaneous Volatility and the Implied Volatility Surface for a Generalized Black-Scholes Model.
- Published in:
- Asia-Pacific Financial Markets, 2010, v. 17, n. 4, p. 391, doi. 10.1007/s10690-009-9112-6
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- Publication type:
- Article
29
Unifying Black–Scholes Type Formulae Which Involve Brownian Last Passage Times up to a Finite Horizon.
- Published in:
- Asia-Pacific Financial Markets, 2008, v. 15, n. 2, p. 97, doi. 10.1007/s10690-008-9068-y
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- Publication type:
- Article
30
Simultaneous confidence bands for nonparametric regression with missing covariate data.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 6, p. 1249, doi. 10.1007/s10463-021-00784-5
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- Publication type:
- Article
31
Test for tail index constancy of GARCH innovations based on conditional volatility.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 4, p. 947, doi. 10.1007/s10463-018-0669-6
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- Publication type:
- Article
32
Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2015, v. 67, n. 1, p. 75, doi. 10.1007/s10463-013-0439-4
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- Publication type:
- Article
33
On exponential stability conditions of linear neutral stochastic differential systems with time-varying delay.
- Published in:
- International Journal of Robust & Nonlinear Control, 2013, v. 23, n. 11, p. 1265, doi. 10.1002/rnc.2818
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- Article
34
Brownian dynamics simulations of glycolytic enzyme subsets with F-actin.
- Published in:
- Biopolymers, 2003, v. 70, n. 4, p. 456, doi. 10.1002/bip.10530
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- Publication type:
- Article
35
Brownian dynamics simulation of helix-capping motifs.
- Published in:
- Biopolymers, 2003, v. 70, n. 2, p. 252, doi. 10.1002/bip.10466
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- Publication type:
- Article
36
Self-assembling of non-Brownian magnetized spheres.
- Published in:
- Granular Matter, 2012, v. 14, n. 3, p. 303, doi. 10.1007/s10035-012-0333-4
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- Article
37
Dynamics of a massive intruder in a homogeneously driven granular fluid.
- Published in:
- Granular Matter, 2012, v. 14, n. 2, p. 235, doi. 10.1007/s10035-012-0312-9
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- Publication type:
- Article
38
Unsteady squeezing flow of a magnetized dissipative non-Newtonian nanofluid with radiative heat transfer and Fourier-type boundary conditions: numerical study.
- Published in:
- Archive of Applied Mechanics, 2022, v. 92, n. 9, p. 2695, doi. 10.1007/s00419-022-02211-4
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- Publication type:
- Article
39
A couple stress of peristaltic motion of Sutterby micropolar nanofluid inside a symmetric channel with a strong magnetic field and Hall currents effect.
- Published in:
- Archive of Applied Mechanics, 2021, v. 91, n. 9, p. 3987, doi. 10.1007/s00419-021-01990-6
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- Publication type:
- Article
40
Brownian motion and thermophoretic effects on non-Newtonian nanofluid flow via Crank–Nicolson scheme.
- Published in:
- Archive of Applied Mechanics, 2021, v. 91, n. 7, p. 3303, doi. 10.1007/s00419-021-01966-6
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- Publication type:
- Article
41
MHD peristaltic flow of non-Newtonian power-law nanofluid through a non-Darcy porous medium inside a non-uniform inclined channel.
- Published in:
- Archive of Applied Mechanics, 2021, v. 91, n. 3, p. 1067, doi. 10.1007/s00419-020-01810-3
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- Publication type:
- Article
42
Numerical and Analytical Transport of Brownian Particles in Corrugated Deformable Channels: Current Fluctuations and Rectification Efficiency.
- Published in:
- Fluctuation & Noise Letters, 2025, v. 24, n. 2, p. 1, doi. 10.1142/S0219477525500075
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- Publication type:
- Article
43
A multifractional option pricing formula.
- Published in:
- Fluctuation & Noise Letters, 2024, v. 23, n. 6, p. 1, doi. 10.1142/S0219477524500603
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- Publication type:
- Article
44
Spectral Collocation Method for Stochastic Differential Equations Driven by Fractional Brownian Motion.
- Published in:
- Fluctuation & Noise Letters, 2023, v. 22, n. 3, p. 1, doi. 10.1142/S0219477523500190
- By:
- Publication type:
- Article
45
A Nonlinear Master Equation for Open Quantum Systems.
- Published in:
- Fluctuation & Noise Letters, 2021, v. 20, n. 5, p. 1, doi. 10.1142/S0219477521300044
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- Publication type:
- Article
46
Option Pricing Under Multifractional Process and Long-Range Dependence.
- Published in:
- Fluctuation & Noise Letters, 2021, v. 20, n. 1, p. N.PAG, doi. 10.1142/S0219477521500085
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- Publication type:
- Article
47
Brownian Motion and Quantum Mechanics.
- Published in:
- Fluctuation & Noise Letters, 2020, v. 19, n. 2, p. N.PAG, doi. 10.1142/S0219477520500170
- By:
- Publication type:
- Article
48
Multi-Scale Fractal Dimension to Quantify Heart Rate Variability and Systolic Blood Pressure Variability: A Postural Stress Analysis.
- Published in:
- Fluctuation & Noise Letters, 2019, v. 18, n. 4, p. N.PAG, doi. 10.1142/S0219477519500196
- By:
- Publication type:
- Article
49
The Tilted Flashing Brownian Ratchet.
- Published in:
- Fluctuation & Noise Letters, 2019, v. 18, n. 1, p. N.PAG, doi. 10.1142/S0219477519500056
- By:
- Publication type:
- Article
50
Shape Potential Effects on Transport and Diffusion Phenomena.
- Published in:
- Fluctuation & Noise Letters, 2017, v. 16, n. 2, p. -1, doi. 10.1142/S0219477517500110
- By:
- Publication type:
- Article