Wybrane publikacje |
1 | Artykuł 2022
Fractional Brownian motion with random Hurst exponent: Accelerating diffusion and persistence transitions. Chaos. 2022, vol. 32, nr 9, art. 093114, s. 1-16. ISSN: 1054-1500; 1089-7682 | Zasoby:DOISFX | |
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2 | Artykuł 2022
Diffusion approximations of the ruin probability for the insurer-reinsurer model driven by a renewal process. Risks. 2022, vol. 10, nr 6, s. 1-16. ISSN: 2227-9091 | Zasoby:DOIURLSFX | |
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3 | Artykuł 2022
Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model. Journal of Physics. A, Mathematical and Theoretical. 2022, vol. 55, nr 17, art. 174002, s. 1-27. ISSN: 1751-8113; 1751-8121 | Zasoby:DOIURLSFX | |
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4 | Artykuł 2022
Classification of random trajectories based on the fractional Lévy stable motion. Chaos, Solitons and Fractals. 2022, vol. 154, art. 111606, s. 1-9. ISSN: 0960-0779; 1873-2887 | Zasoby:DOIURLSFX | |
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5 | Artykuł 2021
Tempered linear and non-linear time series models and their application to heavy-tailed solar flare data. Chaos. 2021, vol. 31, nr 11, art. 113124, s. 1-13. ISSN: 1054-1500; 1089-7682 | Zasoby:DOIURLSFX | |
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6 | Artykuł 2021
Discriminating Gaussian processes via quadratic form statistics. Chaos. 2021, vol. 31, nr 6, art. 063101, s. 1-16. ISSN: 1054-1500; 1089-7682 | Zasoby:DOIURLSFX | |
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7 | Artykuł 2021
Identifying heterogeneous diffusion states in the cytoplasm by a hidden Markov model. New Journal of Physics. 2021, vol. 23, art. 053018, s. 1-11. ISSN: 1367-2630 | Zasoby:DOIURLSFX | |
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8 | Artykuł 2021
Ruin probability for the insurer-reinsurer model for exponential claims: a probabilistic approach. Risks. 2021, vol. 9, nr 5, s. 1-10. ISSN: 2227-9091 | Zasoby:DOIURLSFX | |
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9 | Artykuł 2020
Testing of multifractional Brownian motion. Entropy. 2020, vol. 22, nr 12, art. 1403, s. 1-17. ISSN: 1099-4300 | Zasoby:DOISFX | |
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10 | Artykuł 2020
Prediction performance of Hidden Markov modelling for solar flares. Journal of Atmospheric and Solar-Terrestrial Physics. 2020, vol. 208, art. 105407, s. 1-7. ISSN: 1364-6826; 1879-1824 | Zasoby:DOIURLSFX | |
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