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» Solutions to stochastic fractional oscillation equations
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APPML
2010
103views more  APPML 2010»
13 years 11 months ago
Solutions to stochastic fractional oscillation equations
We formulate a fractional stochastic oscillation equation as a generalization of Bagley's fractional differential equation. We do this in analogous way as in the case of Bass...
Anna Karczewska, Carlos Lizama
INFORMATICALT
2011
147views more  INFORMATICALT 2011»
13 years 5 months ago
On Comparison of the Estimators of the Hurst Index of the Solutions of Stochastic Differential Equations Driven by the Fractiona
This paper presents a study of the Hurst index estimation in the case of fractional Ornstein–Uhlenbeck and geometric Brownian motion models. The performance of the estimators is ...
Kestutis Kubilius, Dmitrij Melichov
BICOB
2011
Springer
12 years 11 months ago
A Systematic Approach to Evaluate Sustained Stochastic Oscillations
Although the populations of biological systems are inherently discrete and their dynamics are strongly stochastic, it is usual to consider their limiting behaviour for large envir...
Jorge Júlvez, Marta Z. Kwiatkowska, Gethin ...
IPL
2007
79views more  IPL 2007»
13 years 10 months ago
Analysis of noise-induced phase synchronization in nervous systems: from algorithmic perspective
In many cases, a key step in neuronal information processing is phase synchronization of neurons (as oscillators). Substantial evidence suggests that an universal mechanism is beh...
Dawei Hong
CMA
2010
134views more  CMA 2010»
13 years 8 months ago
Particle tracking for fractional diffusion with two time scales
Abstract. Previous work [51] showed how to solve time-fractional diffusion equations by particle tracking. This paper extends the method to the case where the order of the fraction...
Mark M. Meerschaert, Yong Zhang, Boris Baeumer