Representation of stationary and stationary increment processes via Langevin equation and self-similar processes

Statistics & Probability Letters ◽

10.1016/j.spl.2016.03.020 ◽

2016 ◽

Vol 115 ◽

pp. 45-53 ◽

Cited By ~ 6

Author(s):

Lauri Viitasaari

Keyword(s):

Langevin Equation ◽

Stationary Increment ◽

Self Similar

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Simulation of Weakly Self-Similar Stationary Increment $${\text{Sub}}_{\varphi } {\left( \Omega \right)}$$ -Processes: A Series Expansion Approach

Methodology And Computing In Applied Probability ◽

10.1007/s11009-005-4523-y ◽

2005 ◽

Vol 7 (3) ◽

pp. 379-400 ◽

Cited By ~ 7

Author(s):

Yuriy Kozachenko ◽

Tommi Sottinen ◽

Olga Vasylyk

Keyword(s):

Series Expansion ◽

Stationary Increment ◽

Self Similar

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Parameter estimation for the Langevin equation with stationary-increment Gaussian noise

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-017-9156-6 ◽

2017 ◽

Vol 21 (3) ◽

pp. 569-601 ◽

Cited By ~ 8

Author(s):

Tommi Sottinen ◽

Lauri Viitasaari

Keyword(s):

Parameter Estimation ◽

Langevin Equation ◽

Gaussian Noise ◽

Stationary Increment

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Generalized Langevin dynamics simulation: numerical integration and application of the generalized Langevin equation with an exponential model for the friction kernel

Molecular Physics ◽

10.1080/00268979809482276 ◽

1998 ◽

Vol 93 (6) ◽

pp. 901-912 ◽

Cited By ~ 6

Author(s):

SHUN WAN ◽

CUN WANG ◽

YUN SHI

Keyword(s):

Numerical Integration ◽

Langevin Equation ◽

Langevin Dynamics ◽

Exponential Model ◽

Dynamics Simulation ◽

Generalized Langevin Equation ◽

Langevin Dynamics Simulation ◽

Generalized Langevin Dynamics

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Self-similar collapse with non-radial motions

EAS Publications Series ◽

10.1051/eas:20060035 ◽

2006 ◽

Vol 20 ◽

pp. 1-4

Author(s):

A. Nusser

Keyword(s):

Self Similar

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Representation of certain self-similar quasiperiodic tilings with perfect matching rules by discrete point sets

Journal de Physique I ◽

10.1051/jp1:1994234 ◽

1994 ◽

Vol 4 (6) ◽

pp. 893-904 ◽

Cited By ~ 4

Author(s):

Richard Klitzing ◽

Michael Baake

Keyword(s):

Perfect Matching ◽

Discrete Point ◽

Point Sets ◽

Self Similar ◽

Matching Rules ◽

Quasiperiodic Tilings

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Unsteady Self-Similar Viscous Flow Near a Critical Point

Прикладная механика и техническая физика ◽

10.15372/pmtf20160301 ◽

2016 ◽

Keyword(s):

Viscous Flow ◽

Critical Point ◽

Self Similar

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SELF-SIMILAR SOLUTION OF TURBULENT BOUNDARY LAYER WITH INJECTION

International Symposium on Advances in Computational Heat Transfer ◽

10.1615/ichmt.2008.cht.2350 ◽

2008 ◽

Cited By ~ 1

Author(s):

Micha Wolfshtein

Keyword(s):

Boundary Layer ◽

Turbulent Boundary Layer ◽

AN ADAPTIVE MONTE CARLO MARKOV CHAIN METHOD APPLIED TO THE FLOW INVOLVING SELF-SIMILAR PROCESSES IN POROUS MEDIA

Journal of Porous Media ◽

10.1615/jpormedia.v17.i3.40 ◽

2014 ◽

Vol 17 (3) ◽

pp. 225-237

Author(s):

Juarez S. Azevedo ◽

Gildeberto S. Cardoso ◽

Leizer Schnitman

Keyword(s):

Porous Media ◽

Monte Carlo ◽

Markov Chain ◽

Monte Carlo Markov Chain ◽

Adaptive Monte Carlo ◽

Markov Chain Method ◽

Self Similar

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Plasma expansions in terms of self-similar solutions

Physical Sciences and Technology ◽

10.26577/phst-2018-1-140 ◽

2018 ◽

Vol 5 (1) ◽

pp. 4-15

Author(s):

M. Murakami ◽

Keyword(s):

Self Similar ◽

A remark on self-similar solutions for a semilinear heat equation with critical Sobolev exponent

Nonlinear Dynamics in Partial Differential Equations ◽

10.2969/aspm/06410461 ◽

2019 ◽

Author(s):

Yūki Naito

Keyword(s):

Heat Equation ◽

Critical Sobolev Exponent ◽

Semilinear Heat Equation ◽

Self Similar ◽

Sobolev Exponent ◽