Aleksander Weron : rechercher sur Z-Library

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1

Equivalence of the Fractional Fokker-Planck and Subordinated Langevin Equations: The Case of a Time-Dependent Force

Magdziarz, Marcin, Weron, Aleksander, Klafter, Joseph

Journal:

Physical Review Letters

Année:

2008

Langue:

english

Fichier:

PDF, 245 KB

english, 2008

2

Fractal market hypothesis and two power-laws

Aleksander Weron, Rafał Weron

Journal:

Chaos, Solitons & Fractals

Année:

2000

Langue:

english

Fichier:

PDF, 162 KB

english, 2000

3

Mathematician for All Seasons ||

Steinhaus, Hugo, Burns, Robert G., Szymaniec, Irena, Weron, Aleksander

Année:

2015

Langue:

english

Fichier:

PDF, 7.13 MB

english, 2015

4

Mathematician for All Seasons ||

Steinhaus, Hugo, Burns, Robert G., Szymaniec, Irena, Weron, Aleksander

Année:

2016

Langue:

english

Fichier:

PDF, 5.84 MB

english, 2016

5

Dilation theorems for positive definite operator kernels having majorants

Hannu Niemi, Aleksander Weron

Journal:

Journal of Functional Analysis

Année:

1981

Langue:

english

Fichier:

PDF, 566 KB

english, 1981

6

Innovations and Wold decompositions of stable sequences

Stamatis Cambanis, Clyde D. Hardin, Aleksander Weron

Journal:

Probability Theory and Related Fields

Année:

1988

Langue:

english

Fichier:

PDF, 1.20 MB

english, 1988

7

Decomposability of cylindrical martingales and absolutely summing operators

Zdzisław Suchanecki, Aleksander Weron

Journal:

Mathematische Zeitschrift

Année:

1984

Langue:

english

Fichier:

PDF, 507 KB

english, 1984

8

Option Pricing in Subdiffusive Bachelier Model

Marcin Magdziarz, Sebastian Orzeł, Aleksander Weron

Journal:

Journal of Statistical Physics

Année:

2011

Langue:

english

Fichier:

PDF, 678 KB

english, 2011

9

[IEEE 2008 5th International Conference on the European Electricity Market (EEM 2008) - Lisboa, Portugal (2008.05.28-2008.05.30)] 2008 5th International Conference on the European Electricity Market - Modelling energy forward prices

Janczura, Joanna, Weron, Aleksander

Année:

2008

Langue:

english

Fichier:

PDF, 321 KB

english, 2008

10

Complete description of all self-similar models driven by Lévy stable noise

Weron, Aleksander, Burnecki, Krzysztof, Mercik, Szymon, Weron, Karina

Journal:

Physical Review E

Année:

2005

Langue:

english

Fichier:

PDF, 803 KB

english, 2005

11

[Lecture Notes in Mathematics] Probability Theory on Vector Spaces IV Volume 1391 || On the difference of Gaussian measure of two balls in Hilbert spaces

Cambanis, Stamatis, Weron, Aleksander

Année:

1989

Langue:

english

Fichier:

PDF, 285 KB

english, 1989

12

Can One See $\alpha$-Stable Variables and Processes?

Janicki, Aleksander, Weron, Aleksander

Journal:

Statistical Science

Année:

1994

Fichier:

PDF, 2.99 MB

1994

13

Darstellung von stationären stochastischen Prozessen mit Werten in einem BANACH-Raum durch einseitige gleitende Mittel

Franz Schmidt, Aleksander Weron

Journal:

Mathematische Nachrichten

Année:

1979

Langue:

german

Fichier:

PDF, 758 KB

german, 1979

14

Ergodic behavior and estimation for periodically correlated processes

Jacek Leskow, Aleksander Weron

Journal:

Statistics & Probability Letters

Année:

1992

Langue:

english

Fichier:

PDF, 460 KB

english, 1992

15

Ergodic properties of stationary stable processes

Stamatis Cambanis, Clyde D. Hardin Jr., Aleksander Weron

Journal:

Stochastic Processes and their Applications

Année:

1987

Langue:

english

Fichier:

PDF, 1005 KB

english, 1987

16

Two-time scale subordination in physical processes with long-term memory

Aleksander Stanislavsky, Karina Weron

Journal:

Annals of Physics

Année:

2008

Langue:

english

Fichier:

PDF, 158 KB

english, 2008

17

From solar flare time series to fractional dynamics

Krzysztof Burnecki, Joseph Klafter, Marcin Magdziarz, Aleksander Weron

Journal:

Physica A: Statistical Mechanics and its Applications

Année:

2008

Langue:

english

Fichier:

PDF, 652 KB

english, 2008

18

Computer simulation of attractors in stochastic models with α-stable noise

Aleksander Janicki, Aleksander Weron

Journal:

Mathematics and Computers in Simulation

Année:

1995

Langue:

english

Fichier:

PDF, 570 KB

english, 1995

19

Subordination scenario of the Cole–Davidson relaxation

Aleksander Stanislavsky, Karina Weron

Journal:

Physics Letters A

Année:

2009

Langue:

english

Fichier:

PDF, 245 KB

english, 2009

20

Annuities under random rates of interest—revisited

Krzysztof Burnecki, Agnieszka Marciniuk, Aleksander Weron

Journal:

Insurance: Mathematics and Economics

Année:

2003

Langue:

english

Fichier:

PDF, 66 KB

english, 2003

21

Stable Lévy motion approximation in collective risk theory

Hansjörg Furrer, Zbigniew Michna, Aleksander Weron

Journal:

Insurance: Mathematics and Economics

Année:

1997

Langue:

english

Fichier:

PDF, 867 KB

english, 1997

22

Harmonizable stable processes on groups: spectral, ergodic and interpolation properties

Aleksander Weron

Journal:

Probability Theory and Related Fields

Année:

1985

Langue:

english

Fichier:

PDF, 834 KB

english, 1985

23

Stochastic models for bidding strategies on oligopoly electricity market

Magdalena Borgosz-Koczwara, Aleksander Weron, Agnieszka Wyłomańska

Journal:

Mathematical Methods of Operations Research

Année:

2009

Langue:

english

Fichier:

PDF, 292 KB

english, 2009

24

Transport of magnetic bright points on the Sun. Analysis

Aleksander Stanislavsky, Karina Weron

Journal:

Astrophysics and Space Science

Année:

2009

Langue:

english

Fichier:

PDF, 205 KB

english, 2009

25

Characterizations of intrinsically random dynamical systems

Zdzisław Suchanecki, Aleksander Weron

Journal:

Physica A: Statistical Mechanics and its Applications

Année:

1990

Langue:

english

Fichier:

PDF, 491 KB

english, 1990

26

A conditionally exponential decay approach to scaling in finance

Rafal Weron, Karina Weron, Aleksander Weron

Journal:

Physica A: Statistical Mechanics and its Applications

Année:

1999

Langue:

english

Fichier:

PDF, 112 KB

english, 1999

27

Origins of the scaling behaviour in the dynamics of financial data

Aleksander Weron, Szymon Mercik, Rafal Weron

Journal:

Physica A: Statistical Mechanics and its Applications

Année:

1999

Langue:

english

Fichier:

PDF, 147 KB

english, 1999

28

[Lecture Notes in Mathematics] Probability Theory on Vector Spaces IV Volume 1391 || On admissible translates of subgaussian stable measures

Cambanis, Stamatis, Weron, Aleksander

Année:

1989

Langue:

english

Fichier:

PDF, 99 KB

english, 1989

29

Ergodic properties of anomalous diffusion processes

Marcin Magdziarz, Aleksander Weron

Journal:

Annals of Physics

Année:

2011

Langue:

english

Fichier:

PDF, 264 KB

english, 2011

30

Anomalous diffusion approach to dielectric spectroscopy data with independent low- and high-frequency exponents

Aleksander Stanislavsky, Karina Weron

Journal:

Chaos, Solitons & Fractals

Année:

2012

Langue:

english

Fichier:

PDF, 459 KB

english, 2012

31

Numerical scheme for calculating of the fractional two-power relaxation laws in time-domain of measurements

Aleksander Stanislavsky, Karina Weron

Journal:

Computer Physics Communications

Année:

2012

Langue:

english

Fichier:

PDF, 156 KB

english, 2012

32

Tempered relaxation with clustering patterns

Aleksander Stanislavsky, Karina Weron

Journal:

Physics Letters A

Année:

2011

Langue:

english

Fichier:

PDF, 222 KB

english, 2011

33

[Lecture Notes in Physics] Chaos — The Interplay Between Stochastic and Deterministic Behaviour Volume 457 || Eigenfunction expansions for time dependent hamiltonians

Garbaczewski, Piotr, Wolf, Marek, Weron, Aleksander

Année:

1995

Langue:

english

Fichier:

PDF, 325 KB

english, 1995

34

Fractional Brownian Motion Versus the Continuous-Time Random Walk: A Simple Test for Subdiffusive Dynamics

Magdziarz, Marcin, Weron, Aleksander, Burnecki, Krzysztof

Journal:

Physical Review Letters

Année:

2009

Langue:

english

Fichier:

PDF, 225 KB

english, 2009

35

[Lecture Notes in Physics] Chaos — The Interplay Between Stochastic and Deterministic Behaviour Volume 457 || Dissipative structures and weak turbulence

Garbaczewski, Piotr, Wolf, Marek, Weron, Aleksander

Année:

1995

Langue:

english

Fichier:

PDF, 882 KB

english, 1995

36

Universal Algorithm for Identification of Fractional Brownian Motion. A Case of Telomere Subdiffusion

Burnecki, Krzysztof, Kepten, Eldad, Janczura, Joanna, Bronshtein, Irena, Garini, Yuval, Weron, Aleksander

Journal:

Biophysical Journal

Année:

2012

Langue:

english

Fichier:

PDF, 449 KB

english, 2012

37

Fractional process as a unified model for subdiffusive dynamics in experimental data

Burnecki, Krzysztof, Sikora, Grzegorz, Weron, Aleksander

Journal:

Physical Review E

Année:

2012

Langue:

english

Fichier:

PDF, 680 KB

english, 2012

38

The impact of hierarchically constrained dynamics with a finite mean of cluster sizes on relaxation properties

Weron, Karina, Jurlewicz, Agnieszka, Patyk, Michał, Stanislavsky, Aleksander

Journal:

Annals of Physics

Année:

2012

Langue:

english

Fichier:

PDF, 486 KB

english, 2012

39

Fractional Fokker-Planck dynamics: Stochastic representation and computer simulation

Magdziarz, Marcin, Weron, Aleksander, Weron, Karina

Journal:

Physical Review E

Année:

2007

Langue:

english

Fichier:

PDF, 353 KB

english, 2007

40

Numerical approach to the fractional Klein-Kramers equation

Magdziarz, Marcin, Weron, Aleksander

Journal:

Physical Review E

Année:

2007

Langue:

english

Fichier:

PDF, 1017 KB

english, 2007

41

[Lecture Notes in Physics] Chaos — The Interplay Between Stochastic and Deterministic Behaviour Volume 457 || Chaotic dynamics of weakly nonlinear systems

Garbaczewski, Piotr, Wolf, Marek, Weron, Aleksander

Année:

1995

Langue:

english

Fichier:

PDF, 1.12 MB

english, 1995

42

[Lecture Notes in Physics] Chaos — The Interplay Between Stochastic and Deterministic Behaviour Volume 457 || Quantum dynamical entropy

Garbaczewski, Piotr, Wolf, Marek, Weron, Aleksander

Année:

1995

Langue:

english

Fichier:

PDF, 364 KB

english, 1995

43

[Lecture Notes in Physics] Chaos — The Interplay Between Stochastic and Deterministic Behaviour Volume 457 || Applications of quantum characteristic exponents

Garbaczewski, Piotr, Wolf, Marek, Weron, Aleksander

Année:

1995

Langue:

english

Fichier:

PDF, 506 KB

english, 1995

44

Generalization of the Khinchin Theorem to Lévy Flights

Weron, Aleksander, Magdziarz, Marcin

Journal:

Physical Review Letters

Année:

2010

Langue:

english

Fichier:

PDF, 245 KB

english, 2010

45

[Lecture Notes in Physics] Chaos — The Interplay Between Stochastic and Deterministic Behaviour Volume 457 || Anomalous diffusion and Lévy statistics in intermittent chaotic systems

Garbaczewski, Piotr, Wolf, Marek, Weron, Aleksander

Année:

1995

Langue:

english

Fichier:

PDF, 1.28 MB

english, 1995

46

Fractional Lévy stable motion can model subdiffusive dynamics

Burnecki, Krzysztof, Weron, Aleksander

Journal:

Physical Review E

Année:

2010

Langue:

english

Fichier:

PDF, 219 KB

english, 2010

47

Anomalous diffusion with under- and overshooting subordination: A competition between the very large jumps in physical and operational times

Stanislavsky, Aleksander, Weron, Karina

Journal:

Physical Review E

Année:

2010

Langue:

english

Fichier:

PDF, 242 KB

english, 2010

48

Algorithms for testing of fractional dynamics: a practical guide to ARFIMA modelling

Burnecki, Krzysztof, Weron, Aleksander

Journal:

Journal of Statistical Mechanics Theory and Experiment

Année:

2014

Langue:

english

Fichier:

PDF, 577 KB

english, 2014

49

[Lecture Notes in Physics] Chaos — The Interplay Between Stochastic and Deterministic Behaviour Volume 457 || From fractals to stochastic differential equations

Garbaczewski, Piotr, Wolf, Marek, Weron, Aleksander

Année:

1995

Langue:

english

Fichier:

PDF, 877 KB

english, 1995

50

[Lecture Notes in Physics] Chaos — The Interplay Between Stochastic and Deterministic Behaviour Volume 457 || Strange attractors in nonlinear oscillators

Garbaczewski, Piotr, Wolf, Marek, Weron, Aleksander

Année:

1995

Langue:

english

Fichier:

PDF, 770 KB

english, 1995