UofT Libraries is getting a new library services platform in January 2021.
Learn more about the change.

Search Articles

X
Search Filters
Format Format
Format Format
X
Sort by Item Count (A-Z)
Filter by Count
Journal Article (3707) 3707
Book Chapter (456) 456
Conference Proceeding (154) 154
Book / eBook (59) 59
Dissertation (57) 57
Publication (13) 13
Web Resource (3) 3
Government Document (2) 2
Paper (1) 1
more...
Subjects Subjects
Subjects Subjects
X
Sort by Item Count (A-Z)
Filter by Count
science & technology (2818) 2818
physical sciences (2425) 2425
mathematics (2373) 2373
fractional brownian motion (2269) 2269
statistics & probability (1079) 1079
mathematics, applied (853) 853
brownian motion (663) 663
mathematical analysis (552) 552
analysis (478) 478
technology (469) 469
differential equations (413) 413
probability (395) 395
physics (387) 387
brownian movements (384) 384
mathematics - probability (373) 373
mathematical models (362) 362
studies (316) 316
engineering (301) 301
mathematics, interdisciplinary applications (290) 290
fractional calculus (287) 287
stochastic processes (248) 248
computer science (222) 222
probability theory and stochastic processes (204) 204
partial differential equations (192) 192
physics, multidisciplinary (189) 189
mathematics, general (185) 185
fractals (180) 180
malliavin calculus (176) 176
computer simulation (173) 173
applied mathematics (170) 170
stochasticity (158) 158
approximation (153) 153
60g15 (152) 152
diffusion (152) 152
statistics (150) 150
[math.math-pr]mathematics [math]/probability [math.pr] (146) 146
long-range dependence (145) 145
algorithms (143) 143
stochastic models (140) 140
life sciences & biomedicine (138) 138
physics, mathematical (137) 137
derivatives (135) 135
calculus (131) 131
self-similarity (131) 131
fractional gaussian noise (126) 126
mechanics (122) 122
convergence (117) 117
random variables (117) 117
applications of mathematics (115) 115
gaussian process (115) 115
functional analysis (114) 114
engineering, electrical & electronic (112) 112
fractional derivative (107) 107
60g22 (104) 104
statistics, general (104) 104
gaussian processes (103) 103
operators (103) 103
stochastic differential equations (103) 103
hurst parameter (102) 102
anomalous diffusion (101) 101
modelling and simulation (100) 100
hurst exponent (99) 99
social sciences (99) 99
economic models (98) 98
research (98) 98
economics (96) 96
time series (96) 96
business & economics (93) 93
numerical analysis (90) 90
noise (88) 88
random walk (87) 87
usage (87) 87
parameter estimation (85) 85
statistics and probability (85) 85
stochastic differential equation (84) 84
theoretical, mathematical and computational physics (83) 83
asymptotic properties (82) 82
long memory (82) 82
60h05 (81) 81
60g18 (80) 80
uniqueness (80) 80
theorems (79) 79
26a33 (78) 78
ordinary differential equations (78) 78
stability (78) 78
integrals (76) 76
normal distribution (75) 75
central limit theorem (74) 74
mathematical methods in social sciences (74) 74
social sciences, mathematical methods (74) 74
volatility (74) 74
white noise (74) 74
wavelet transforms (73) 73
pricing (71) 71
60h15 (70) 70
covariance (70) 70
fractional anisotropy (69) 69
fractional laplacian (69) 69
hilbert space (69) 69
fractional integration (68) 68
more...
Library Location Library Location
Library Location Library Location
X
Sort by Item Count (A-Z)
Filter by Count
Mathematical Sciences - Stacks (17) 17
Gerstein Science - Stacks (13) 13
Collection Dvlpm't (Acquisitions) - Vendor file (11) 11
UofT at Mississauga - Stacks (7) 7
Online Resources - Online (5) 5
Physics - Stacks (4) 4
UofT at Scarborough - Stacks (4) 4
Engineering & Comp. Sci. - Stacks (3) 3
Collection Dvlpm't (Acquisitions) - Closed Orders (2) 2
Mathematical Sciences - Missing (2) 2
Astronomy & Astrophysics - Ask at library (1) 1
Chemistry (A D Allen) - Stacks (1) 1
Earth Sciences (Noranda) - Stacks (1) 1
Engineering & Comp. Sci. - May be requested in 6-10 wks (1) 1
Physics - New Books (1) 1
Robarts - Stacks (1) 1
Royal Ontario Museum - Stacks (1) 1
St. Michael's College (John M. Kelly) - 2nd Floor (1) 1
St. Michael's College (John M. Kelly) - Circulation Desk (1) 1
Trinity College (John W Graham) - Stacks (1) 1
UofT Schools - Special Collections (1) 1
more...
Language Language
Language Language
X
Sort by Item Count (A-Z)
Filter by Count
English (4406) 4406
Chinese (23) 23
French (23) 23
Japanese (22) 22
Spanish (13) 13
Korean (12) 12
German (6) 6
Portuguese (4) 4
Czech (3) 3
Slovak (3) 3
Russian (2) 2
Swedish (2) 2
Belarusian (1) 1
Indonesian (1) 1
Lithuanian (1) 1
Norwegian (1) 1
Turkish (1) 1
more...
Publication Date Publication Date
Click on a bar to filter by decade
Slide to change publication date range


Economics letters, ISSN 0165-1765, 08/2016, Volume 145, pp. 52 - 55
Fractional Brownian motion embeds Brownian motion as a special case and offers more flexible diffusion component for pricing models... 
Hurst index test | Finite jumps | Bi-power variation | Fractional Brownian motion | G12 | C12 | Economics | Business & Economics | Social Sciences | Studies | Simulation | Indexes | Brownian movements
Journal Article
Applied and computational harmonic analysis, ISSN 1063-5203, 11/2019
Journal Article
New journal of physics, ISSN 1367-2630, 02/2019, Volume 21, Issue 2, p. 022002
Fractional Brownian motion (FBM) is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes... 
Physics, Multidisciplinary | Physical Sciences | Physics | Science & Technology | Economic models | Stochastic processes | Boundary conditions | Organelles | Probability density functions | Convergence | Particle density (concentration) | Depletion | Gaussian process | Tracer diffusion | Random walk theory | Diffusion | Brownian movements | Microfluidics | Deposition
Journal Article
Physica A, ISSN 0378-4371, 10/2011, Volume 390, Issue 20, pp. 3592 - 3601
... properties of the network. We study the topological properties of horizontal visibility graphs constructed from fractional Brownian motions with different Hurst indexes H∈(0,1... 
Fractality | Horizontal visibility graph | Dynamics | Fractional Brownian motion | Mixing pattern | Physics, Multidisciplinary | Physical Sciences | Physics | Science & Technology | Networks | Horizontal | Fractal analysis | Graphs | Fractals | Visibility | Topology | Coefficients
Journal Article
Metrika, ISSN 0026-1335, 3/2009, Volume 69, Issue 2, pp. 125 - 152
We study the local times of fractional Brownian motions for all temporal dimensions, N, spatial dimensions d and Hurst parameters H for which local times exist. We establish... 
Statistics for Business/Economics/Mathematical Finance/Insurance | Local times | Law of the iterated logarithm | Economic Theory | Probability Theory and Stochastic Processes | Statistics, general | Statistics | Fractional Brownian motion | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology
Journal Article
Journal of theoretical probability, ISSN 0894-9840, 9/2018, Volume 31, Issue 3, pp. 1539 - 1589
Journal Article
Journal of physics. A, Mathematical and theoretical, ISSN 1751-8121, 12/2018, Volume 51, Issue 49, p. 495001
.... This paper pays attention to a special stochastic process, tempered fractional Langevin motion, which is non-Markovian and undergoes ballistic diffusion for long times... 
inverse β-stable subordinator | time-changed Langevin system | time-changed tempered fractional Brownian motion | Physics, Multidisciplinary | Physical Sciences | Physics | Physics, Mathematical | Science & Technology | Physics - Statistical Mechanics
Journal Article
Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, ISSN 1350-7265, 08/2019, Volume 25, Issue 3, pp. 2137 - 2162
We study the issue of integration with respect to the non-commutative fractional Brownian motion, that is the analog of the standard fractional Brownian motion in a non-commutative probability setting... 
Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Probability | Operator Algebras
Journal Article
Journal of theoretical probability, ISSN 0894-9840, 6/2019, Volume 32, Issue 2, pp. 721 - 736
Journal Article
Journal of theoretical probability, ISSN 1572-9230, 06/2018, Volume 32, Issue 3, pp. 1581 - 1612
We consider the drawdown and drawup of a fractional Brownian motion with trend, which corresponds to the logarithm of geometric fractional Brownian motion representing the stock price in a financial market... 
Drawup | Primary 60G15 | Secondary 60G70 | Probability Theory and Stochastic Processes | Geometric fractional Brownian motion | Piterbarg constant | Mathematics | Statistics, general | Fractional Brownian motion | Pickands constant | Drawdown | Statistics & Probability | Physical Sciences | Science & Technology | Financial markets | Asymptotic properties | Brownian movements | Random walk theory
Journal Article
Chaos, solitons and fractals, ISSN 0960-0779, 11/2018, Volume 116, pp. 54 - 62
•We constructed a very promising and interesting statistical testing procedure for identification of the fractional Brownian motion in empirical data... 
Fractional brownian motion | Detrending moving average algorithm | Statistical test | Mathematics, Interdisciplinary Applications | Physical Sciences | Physics, Mathematical | Physics, Multidisciplinary | Mathematics | Physics | Science & Technology
Journal Article
Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems, ISSN 1572-9311, 01/2019, Volume 22, Issue 3, pp. 323 - 357
Journal Article
IEEE transactions on information theory, ISSN 0018-9448, 03/2014, Volume 60, Issue 3, pp. 1963 - 1975
Journal Article