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2010, 1. Aufl., Wiley series in probability and statistics, ISBN 9786612690372, 230
Stochastic processes are widely used for model building in the social, physical, engineering and life sciences as well as in financial economics. In model... 
Brownian motion processes | Mathematical statistics | Stochastic processes | Probabilities | Mathematics | Fractional calculus
eBook
Journal Article
New Journal of Physics, ISSN 1367-2630, 08/2013, Volume 15, Issue 8, pp. 83039 - 13
We demonstrate the non-ergodicity of a simple Markovian stochastic process with space-dependent diffusion coefficient D(x). For power-law forms D(x) similar or... 
CELLS | FRACTIONAL DYNAMICS APPROACH | INTRACELLULAR-TRANSPORT | PHYSICS, MULTIDISCIPLINARY | RANDOM-WALK | MOVEMENT | MEDIA | SCALING LAWS | Deltas | Brackets | Breaking | Statistical distributions | Lag time | Diffusion | Displacement | Ergodic processes
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Neurology, ISSN 0028-3878, 02/2013, Volume 80, Issue 9, pp. 857 - 864
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NeuroImage, ISSN 1053-8119, 11/2013, Volume 81, pp. 455 - 469
Journal Article