Gailus, Siragan
- Typical dynamics and fluctuation analysis of slow-fast systems driven by\n fractional Brownian motion
2019/06/05 by Solesne Bourguin, Bourguin, Solesne, Siragan Gailus +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Brownian motion #Computer science #Dynamical systems theory #Dynamics (music) #Ergodic theory #Fractional Brownian motion #Limiting #Mathematical analysis #Mathematics #Noise (video) #Physics #Quantum mechanics #Statistical physics #Statistics #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60G22 #msc:60H05 #msc:60H07 #msc:60H10
- Discrete-time inference for slow-fast systems driven by fractional Brownian motion
2020/07/22 by Solesne Bourguin, Siragan Gailus, Bourguin, Solesne +3 · 1 citation
Mathematics · #60G22 #60H07 #60H10 #62F12 #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST) #math.DS #math.PR #math.ST #msc:60G22 #msc:60H07 #msc:60H10 #msc:62F12 #stat.TH