## 6,711 Citations

Characterizing stochastic resonance in a triple cavity

- PhysicsPhilosophical Transactions of the Royal Society A
- 2021

Stochastic resonance in a triple cavity that consists of three units and is subjected to noise, periodic force and vertical constance force is studied, by calculating the spectral amplification η numerically and it is found that the cavity parameters can eliminate or regulate the maximum of η and the noise intensity that induces this maximum.

Vertical Displacements of the Amazon Basin From GRACE and GPS

- Environmental ScienceJournal of Geophysical Research: Solid Earth
- 2020

The extent to which Gravity Recovery and Climate Experiment (GRACE)‐recovered gravity anomalies can improve our understanding of Global Positioning System (GPS)‐measured vertical displacements is…

Stochastic processes for anomalous diffusion

- Philosophy
- 2019

Con difusion anomala se hace referencia a procesos de difusion en los cuales el desplazamiento cuadratico medio (MSD) no es una funcion lineal de la variable tiempo (lo que se conoce como difusion…

Efficient Simulation of Fluid Flow and Transport in Heterogeneous Media Using Graphics Processing Units (GPUs)

- Computer ScienceArXiv
- 2019

An overall speed-up factor of about one order of magnitude or better is obtained, which increases with the size of the network, and approximate but accurate bounds for the permeability anisotropy for stratified porous media are obtained.

Affine representations of fractional processes with applications in mathematical finance

- MathematicsStochastic Processes and their Applications
- 2019

Degree project Stock-Price Modeling by the Geometric Fractional Brownian Motion

- Mathematics
- 2018

As an extension of the geometric Brownian motion, a geometric fractional Brownian motion (GFBM) is considered as a stock-price model. The modeled GFBM is compared with empirical Chinese stock prices.…

Escalonamento de recursos em redes LTE utilizando processo envelope de tráfego multifractal e curva de serviço mínima

- Physics
- 2018

Neste trabalho, propoe-se inicialmente uma variacao da modelagem MWM (Multifractal Wavelet Model) para fluxos de trafego de rede, de tal forma que seus parâmetros sejam estimados de maneira…

Dynamic Systems and Applications 26 ( 2017 ) 535-548 A FRACTIONAL VERSION OF THE HESTON MODEL WITH HURST PARAMETER H ∈ ( 1 / 2 , 1 )

- Mathematics
- 2017

We consider a fractional version of the Heston model where the two standard Brownian motions are replaced by two fractional Brownian motions with Hurst parameter H ∈ (1/2, 1). We show that the…

A Brief History of Long Memory: Hurst, Mandelbrot and the Road to ARFIMA, 1951-1980

- BiologyEntropy
- 2017

The original motivation of the development of long memory and Mandelbrot’s influence on this fascinating field are discussed and the sometimes contrasting approaches to long memory in different scientific communities are elucidated.

Dynamical and collective properties of active and passive particles in Single File

- Physics
- 2014

Particles motion inside complex, irregular or crowded environments is a common phenomenon ranging from microscopic to macroscopic scales. It can be involved in everyday practical problems, like…

## References

SHOWING 1-9 OF 9 REFERENCES

The typical spectral shape of an economic variable

- Economics
- 1966

In recent years, a number of power spectra have been estimated from economic data and the majority have been found to be of a similar shape. A number of implications of this shape are discussed,…

Statistical theory of turbulenc

- GeologyProceedings of the Royal Society of London. Series A - Mathematical and Physical Sciences
- 1935

Since the time of Osborne Reynolds it has been known that turbulence produces virtual mean stresses which are proportional to the coefficient of correlation between the components of turbulent…

Independence and Dependence

- Mathematics
- 1961

A stochastic process is commonily used as a model in studying the behavior of a random system through time. It will be convenient for us to take the stochastic process {xtJ as discrete in time t = *,…