-
1
-
-
0033562255
-
Observation of α-stable noise induced millennial climate changes from an ice-core record
-
Ditlevsen P.D. Observation of α-stable noise induced millennial climate changes from an ice-core record. Geophys. Res. Lett. 26 (1999) 1441
-
(1999)
Geophys. Res. Lett.
, vol.26
, pp. 1441
-
-
Ditlevsen, P.D.1
-
2
-
-
0034499331
-
Enhanced diffusion in active intracellular transport
-
Caspi S.A., Granek R., and Elbaum M. Enhanced diffusion in active intracellular transport. Phys. Rev. Lett. 85 (2000) 5655
-
(2000)
Phys. Rev. Lett.
, vol.85
, pp. 5655
-
-
Caspi, S.A.1
Granek, R.2
Elbaum, M.3
-
4
-
-
0008088367
-
Exact time dependent probability density for a nonlinear non-Markovian stochastic process
-
Hongler M.-O. Exact time dependent probability density for a nonlinear non-Markovian stochastic process. Helv. Phys. Acta 52 (1979) 280-287
-
(1979)
Helv. Phys. Acta
, vol.52
, pp. 280-287
-
-
Hongler, M.-O.1
-
5
-
-
2342508873
-
Exact solutions of a class of nonlinear Fokker-Planck equations
-
Hongler M.-O. Exact solutions of a class of nonlinear Fokker-Planck equations. Phys. Lett. A 75 (1979) 3-4
-
(1979)
Phys. Lett. A
, vol.75
, pp. 3-4
-
-
Hongler, M.-O.1
-
6
-
-
2642511457
-
Effect of non-Gaussian noise sources in a noise induced transition
-
Wio H.S., and Toral R. Effect of non-Gaussian noise sources in a noise induced transition. Physica D 193 (2004) 161-168
-
(2004)
Physica D
, vol.193
, pp. 161-168
-
-
Wio, H.S.1
Toral, R.2
-
7
-
-
0036153750
-
Effective Markovian approximation for non-Gaussain noises; a path integral approach
-
Fuentes M.A., Wio H.S., and Toral R. Effective Markovian approximation for non-Gaussain noises; a path integral approach. Physica A 303 (2002) 91-104
-
(2002)
Physica A
, vol.303
, pp. 91-104
-
-
Fuentes, M.A.1
Wio, H.S.2
Toral, R.3
-
8
-
-
5544288619
-
Anomalous diffusion in the presence of external forces: exact time-dependent solutions and their thermostatistical basis
-
Tsallis C., and Bukman D.J. Anomalous diffusion in the presence of external forces: exact time-dependent solutions and their thermostatistical basis. Phys. Rev. E 54 (1996) R2197-R2200
-
(1996)
Phys. Rev. E
, vol.54
-
-
Tsallis, C.1
Bukman, D.J.2
-
9
-
-
0001110865
-
Microscopic dynamics of the nonlinear Fokker-Planck equation: a phenomenological model
-
Borland L. Microscopic dynamics of the nonlinear Fokker-Planck equation: a phenomenological model. Phys. Rev. E 57 (1998) 6634-6642
-
(1998)
Phys. Rev. E
, vol.57
, pp. 6634-6642
-
-
Borland, L.1
-
10
-
-
0037179357
-
Option pricing formulas based on a non-Gaussian stock price model
-
Borland L. Option pricing formulas based on a non-Gaussian stock price model. Phys. Rev. Lett. 89 (2002) 098701
-
(2002)
Phys. Rev. Lett.
, vol.89
, pp. 098701
-
-
Borland, L.1
-
11
-
-
0042284282
-
Ito-Langevin equations within generalized thermostatistics
-
Borland L. Ito-Langevin equations within generalized thermostatistics. Phys. Lett. A 245 (1998) 67-72
-
(1998)
Phys. Lett. A
, vol.245
, pp. 67-72
-
-
Borland, L.1
-
12
-
-
0000687710
-
Lévy flights in external force fields: Langevin and fractional FPEs and their solutions
-
Jespersen S., Metzler R., and Fogedby H.C. Lévy flights in external force fields: Langevin and fractional FPEs and their solutions. Phys. Rev. E 62 (1999) 2736
-
(1999)
Phys. Rev. E
, vol.62
, pp. 2736
-
-
Jespersen, S.1
Metzler, R.2
Fogedby, H.C.3
-
13
-
-
33748291057
-
Study of a class of nonlinear stochastic processes. Boomerang behaviour of the mean path
-
Hongler M.-O. Study of a class of nonlinear stochastic processes. Boomerang behaviour of the mean path. Physica D 2 (1981) 353-369
-
(1981)
Physica D
, vol.2
, pp. 353-369
-
-
Hongler, M.-O.1
-
14
-
-
2342617394
-
Quantum random walks and piecewise deterministic evolutions
-
Blanchard Ph., and Hongler M.-O. Quantum random walks and piecewise deterministic evolutions. Phys. Rev. Lett. 92 (2004) 120601
-
(2004)
Phys. Rev. Lett.
, vol.92
, pp. 120601
-
-
Blanchard, Ph.1
Hongler, M.-O.2
-
15
-
-
0002121327
-
Stochastic problems in physics and astronomy
-
Chandrasekhar S. Stochastic problems in physics and astronomy. Rev. Mod. Phys. 15 (1943) 1-89
-
(1943)
Rev. Mod. Phys.
, vol.15
, pp. 1-89
-
-
Chandrasekhar, S.1
-
17
-
-
6744272549
-
Linear systems with Lévy fluctuations
-
West B.J., and Seshadri V. Linear systems with Lévy fluctuations. Physica A 113 (1982) 203-216
-
(1982)
Physica A
, vol.113
, pp. 203-216
-
-
West, B.J.1
Seshadri, V.2
-
18
-
-
26844476483
-
The right time to sell a stock whose price is driven by Markovian noise
-
Dalang R., and Hongler M.-O. The right time to sell a stock whose price is driven by Markovian noise. Ann. Appl. Probab. 14 (2004) 2176-2201
-
(2004)
Ann. Appl. Probab.
, vol.14
, pp. 2176-2201
-
-
Dalang, R.1
Hongler, M.-O.2
-
19
-
-
33748322735
-
-
B. Oksendal, Stochastic Differential Equations, fourth ed., Springer, Berlin, 1995.
-
-
-
-
20
-
-
0000701880
-
Absorption-desorption phase transition induced by parametric modulation
-
Van den Broeck C., and Kawai R. Absorption-desorption phase transition induced by parametric modulation. Phys. Rev. E 57 (1998) 3866-3870
-
(1998)
Phys. Rev. E
, vol.57
, pp. 3866-3870
-
-
Van den Broeck, C.1
Kawai, R.2
-
21
-
-
21144461444
-
L'intégrale du mvt Brownien
-
Lachal A. L'intégrale du mvt Brownien. J. Appl. Probab. 30 (1993) 17-27
-
(1993)
J. Appl. Probab.
, vol.30
, pp. 17-27
-
-
Lachal, A.1
-
22
-
-
0041571895
-
Resonator stability subject to dynamic random-tilt aberration
-
Hongler M.-O., Lasser Th., and Evéquoz G. Resonator stability subject to dynamic random-tilt aberration. J. Opt. Soc. A 20 (2003) 151-156
-
(2003)
J. Opt. Soc. A
, vol.20
, pp. 151-156
-
-
Hongler, M.-O.1
Lasser, Th.2
Evéquoz, G.3
|