Concept

Hurst exponent

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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

Hurst exponent

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Semiparametric Bayesian Risk Estimation for Complex Extremes

The role of the roughness spectral breadth in elastic contact of rough surfaces

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

Numerical approximation of the fractional Laplacian via hp-finite elements, with an application to image denoising

Discrete stochastic heat equation driven by fractional noise

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

Fractional Brownian motion and anomalous diffusion in vibrated granular materials

Towards the Glass Transition in Vibrated Granular Matter

The autocorrelation function for island areas on self-affine surfaces

Fractional Brownian Models For Vector Field Data

Semiparametric Bayesian Risk Estimation for Complex Extremes

Numerical approximation of the fractional Laplacian via hp-finite elements, with an application to image denoising

The role of the roughness spectral breadth in elastic contact of rough surfaces

The autocorrelation function for island areas on self-affine surfaces

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

Fractional Brownian Models For Vector Field Data

Fractional Brownian motion and anomalous diffusion in vibrated granular materials

Discrete stochastic heat equation driven by fractional noise

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

Towards the Glass Transition in Vibrated Granular Matter