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Fractional Brownian motion is a generalised Gaussian diffusive process that is found to describe numerous stochastic phenomena in physics and biology. Here we introduce a multi-dimensional fractional Brownian motion (FBM) defined as a…

Statistical Mechanics · Physics 2013-06-14 Jae-Hyung Jeon , Aleksei V. Chechkin , Ralf Metzler

We propose a novel diffusion-based generative framework for financial time series that incorporates geometric Brownian motion (GBM), the foundation of the Black--Scholes theory, into the forward noising process. Unlike standard score-based…

Machine Learning · Computer Science 2025-07-28 Gihun Kim , Sun-Yong Choi , Yeoneung Kim

This paper is devoted to a system of stochastic partial differential equations (SPDEs) that have a slow component driven by fractional Brownian motion (fBm) with the Hurst parameter $H >1/2$ and a fast component driven by fast-varying…

Probability · Mathematics 2021-11-12 Bin Pei , Yuzuru Inahama , Yong Xu

We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…

Biological Physics · Physics 2026-03-16 Yann Lanoiselée , Denis S. Grebenkov , Gianni Pagnini

Stochastic integration w.r.t. fractional Brownian motion (fBm) has raised strong interest in recent years, motivated in particular by applications in finance and Internet traffic modelling. Since fBm is not a semi-martingale, stochastic…

Probability · Mathematics 2013-05-03 Joachim Lebovits

Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion processes characterized by long-range power-law correlations in time. We employ large-scale computer simulations to study these models in two…

Statistical Mechanics · Physics 2021-04-22 Thomas Vojta , Alex Warhover

The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very…

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the…

Statistical Mechanics · Physics 2015-06-17 Johannes HP Schulz , Aleksei V Chechkin , Ralf Metzler

Geometric Brownian motion (GBM) is a key model for representing self-reproducing entities. Self-reproduction may be considered the definition of life [5], and the dynamics it induces are of interest to those concerned with living systems…

Statistical Mechanics · Physics 2018-02-09 Ole Peters , Alexander Adamou

In some non-regular statistical estimation problems, the limiting likelihood processes are functionals of fractional Brownian motion (fBm) with Hurst's parameter H; 0 < H <=? 1. In this paper we present several analytical and numerical…

Statistics Theory · Mathematics 2014-06-06 Alexander Novikov , Nino Kordzakhia , Timothy Ling

We focus on fast-slow systems involving both fractional Brownian motion (fBm) and standard Brownian motion (Bm). The integral with respect to Bm is the standard Ito integral, and the integral with respect to fBm is the generalised…

Dynamical Systems · Mathematics 2021-11-04 Bin Pei , Yuzuru Inahama , Yong Xu

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

Probability · Mathematics 2023-10-11 Marcin Magdziarz , Kacper Taźbierski

We consider a toy model for the study of monitored dynamics in a many-body quantum systems. We study the stochastic Schrodinger equation resulting from the continuous monitoring with a rate $\Gamma$ of a random hermitian operator chosen at…

Statistical Mechanics · Physics 2024-07-02 Federico Gerbino , Pierre Le Doussal , Guido Giachetti , Andrea De Luca

As an extension of the theory of Dyson's Brownian motion models for the standard Gaussian random-matrix ensembles, we report a systematic study of hermitian matrix-valued processes and their eigenvalue processes associated with the chiral…

Mathematical Physics · Physics 2007-05-23 Makoto Katori , Hideki Tanemura

A major open problem in biophysics is to understand the highly heterogeneous transport of many structures inside living cells, such as endosomes. We find that mathematically it is described by spatio-temporal heterogeneous fractional…

Subcellular Processes · Quantitative Biology 2021-07-20 Nickolay Korabel , Daniel Han , Alessandro Taloni , Gianni Pagnini , Sergei Fedotov , Viki Allan , Thomas Andrew Waigh

In this paper we apply Markovian approximation of the fractional Brownian motion (BM), known as the Dobric-Ojeda (DO) process, to the fractional stochastic volatility model where the instantaneous variance is modelled by a lognormal process…

Mathematical Finance · Quantitative Finance 2019-04-22 Peter Carr , Andrey Itkin

We construct a planar diffusion process whose infinitesimal generator depends only on the order of the components of the process. Speaking informally and a bit imprecisely for the moment, imagine you run two Brownian-like particles on the…

Probability · Mathematics 2012-06-19 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas , Vilmos Prokaj

We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, and interact locally so that the set of coincidence times has positive Lebesgue measure with positive…

Probability · Mathematics 2020-10-09 Guillaume Barraquand , Mark Rychnovsky

To convert standard Brownian motion $Z$ into a positive process, Geometric Brownian motion (GBM) $e^{\beta Z_t}, \beta >0$ is widely used. We generalize this positive process by introducing an asymmetry parameter $ \alpha \geq 0$ which…

Mathematical Finance · Quantitative Finance 2018-09-10 Peter Carr , Zhibai Zhang
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