Stochastic processes provide a mathematical framework to describe systems evolving under intrinsic randomness, while anomalous diffusion refers to the deviation from classical Brownian motion where ...
Mathematics of Computation, Vol. 49, No. 180 (Oct., 1987), pp. 523-542 (20 pages) We present Runge-Kutta methods of high accuracy for stochastic differential ...
This is a preview. Log in through your library . Abstract This article presents a new modeling strategy in functional data analysis. We consider the problem of estimating an unknown smooth function ...