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21 research outputs found

Feynman-Kac equation for anomalous processes with space-and time-dependent forces

Author: Adrian Baule
Andrea Cairoli
Ash R B
Blanco S
Chechkin A V
Chechkin A V
Dieterich P
Eule S
Fa K S
Feller W
Gallavotti G
Gardiner C
Gnedenko B V
Gomez-Solano J R
Karatzas I
Kunita H
Kurchan J
Magdziarz M
Majumdar S N
Mazzolo A
Meerschaert M M
Metzler R
Metzler R
Orzel S
Samoradnitsky G
Sato K I
Schulz J H P
Seifert U
Tejedor V
Van Kampen N G
Yor M
Zoia A
Publication venue: 'IOP Publishing'
Publication date: 06/01/2017
Field of study

Invited contribution to the J. Phys. A special issue Emerging Talent

arXiv.org e-Print Archive

Queen Mary Research Online

Cauchy Noise Removal by Nonconvex ADMM with Convergence Guarantees

Author: A Achim
A Chambolle
A Chambolle
A Loza
BC Arnold
C Chen
D Gabay
D Goldfarb
DP Bertsekas
E Esser
E Giusti
EE Kuruoğlu
F Sciacchitano
FB Knight
G Samoradnitsky
H Attouch
H Attouch
J Bolte
J Yang
J-F Cai
JB Copas
Jin-Jin Mei
JP Nolan
JT Kent
L Ambrosio
L Ma
M Hintermüller
M Idan
M Nikolova
N Balakrishnan
NL Johnson
RH Chan
RT Rockafellar
S Łojasiewicz
T Goldstein
T Jeong
T Wan
Ting-Zhu Huang
W Feller
Wotao Yin
X-L Zhao
Y Chang
Y Dong
Y Dong
Yiqiu Dong
Z Wang
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Can fat-tail create the momentum and reversal?

Author: Samoradnitsky G.
Publication venue: 'Informa UK Limited'
Publication date
Field of study

The Prandtl–Tomlinson model of friction with stochastic driving

Author: E A Jagla
Hurst H E
Kontorova T A
Nicolas A
Samoradnitsky G
Shevchenko G
Publication venue: 'IOP Publishing'
Publication date
Field of study

DISTRIBUTION OF LINEAR FRACTAL INTERPOLATION FUNCTION FOR RANDOM DATASET WITH STABLE NOISE

Author: Barnsley M. F.
Buzogány E.
Fama E. F.
Massopust P. R.
Samoradnitsky G.
Publication venue: 'World Scientific Pub Co Pte Lt'
Publication date
Field of study

Bayesian inference for stable Lévy–driven stochastic differential equations with high‐frequency data

Author: Cont R.
Jacod J.
Janicki A.
Neal R. M.
Plummer M.
Samoradnitsky G.
Sato K.‐I.
Publication venue: 'Wiley'
Publication date
Field of study

Characterizing Cryptocurrency Market with Lévy’s Stable Distributions

Author: Arnol’d V. I.
Gnedenko B. V.
Lévy P.
Nicolas J.-M.
Nolan J. P.
Samoradnitsky G.
Zolotarev V. M.
Publication venue: 'Physical Society of Japan'
Publication date
Field of study

Slow Lévy flights

Author: A. V. Chechkin
Denis Boyer
F. Bardou
G. H. Weiss
G. M. Viswanathan
G. Samoradnitsky
I. Rhee
Inti Pineda
J. Klafter
T. H. Harris
W. Feller
Publication venue: 'American Physical Society (APS)'
Publication date
Field of study

Bayesian Stable Mixture Model of State Densities of Generalized Chua's Circuit

Author: Bhattacharyya A.
F. Acar Savaci
Gelman A.
Janicki A.
Nikias C. L.
Rubinstein R. Y.
Samoradnitsky G.
Scott D. W.
Serpil Yilmaz
Suykens J. A.
Zong Z.
Publication venue: 'World Scientific Pub Co Pte Lt'
Publication date
Field of study

Wavelet variances for heavy‐tailed time series

Author: Bingham N. H.
Feller W.
Foufoula‐Georgiou E.
Gomes M. I.
Kolmogorov A. N.
Mallat S.
Nason G. P.
Percival D. B.
Resnick S. I.
Samoradnitsky G.
Storch H.
Wold H. O.
Publication venue: 'Wiley'
Publication date
Field of study

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