Concept

Fractional Brownian motion

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Discrete stochastic heat equation driven by fractional noise

Kamran Kalbasi

We consider the parabolic Anderson model on

\mathbb{Z}^d

driven by fractional noise. We prove that it has a mild solution given by Feynman-Kac representation which coincides with the partition function of a directed polymer in a fractional Brownian envir ...

EPFL2014

Fractional Brownian motion

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Bayesian Uncertainty Management in Temporal Dependence of Extremes

Bayesian uncertainty management in temporal dependence of extremes

Interplay between optical, viscous, and elastic forces on an optically trapped Brownian particle immersed in a viscoelastic fluid

Local versus global and retinotopic versus non-retinotopic motion processing in schizophrenia

Feynman-Kac representation for the parabolic Anderson model driven by fractional noise

Study of constrained Brownian motion of nanoparticles near an interface using optical tweezers

Discrete stochastic heat equation driven by fractional noise

Accounting for inertia effects to access the high-frequency microrheology of viscoelastic fluids

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part II: Discrete-Domain Theory

Filtration Shrinkage, Strict Local Martingales And The Follmer Measure

Feynman-Kac representation for the parabolic Anderson model driven by fractional noise

Bayesian uncertainty management in temporal dependence of extremes

Interplay between optical, viscous, and elastic forces on an optically trapped Brownian particle immersed in a viscoelastic fluid

Bayesian Uncertainty Management in Temporal Dependence of Extremes

Discrete stochastic heat equation driven by fractional noise

Local versus global and retinotopic versus non-retinotopic motion processing in schizophrenia

Study of constrained Brownian motion of nanoparticles near an interface using optical tweezers

Accounting for inertia effects to access the high-frequency microrheology of viscoelastic fluids

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part II: Discrete-Domain Theory

Filtration Shrinkage, Strict Local Martingales And The Follmer Measure