Related papers: Weighted tensorized fractional Brownian textures
Operator fractional Brownian motions (OFBMs) are (i) Gaussian, (ii) operator self-similar and (iii) stationary increment processes. They are the natural multivariate generalizations of the well-studied fractional Brownian motions. Because…
The form of the stress tensor is investigated in smooth, dense granular flows which are generated in split-bottom shear geometries. We find that, within a fluctuation fluidized spatial region, the form of the stress tensor is directly…
We are interested in the increment stationarity property for $L^2$-indexed stochastic processes, which is a fairly general concern since many random fields can be interpreted as the restriction of a more generally defined $L^2$-indexed…
In this work we study the smoothing effect of rough differential equations driven by a fractional Brownian motion with parameter $H>1/4$. The regularization estimates we obtain generalize to the fractional Brownian motion previous results…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
We establish a martingale-type characterisations for the continuum Gaussian free field (GFF) and for fractional Gaussian free fields (FGFs), using their connection to the stochastic heat equation and to fractional stochastic heat equations.…
The physical properties of granular materials have been extensively studied in recent years. So far, however, there exists no theoretical framework which can explain the observations in a unified manner beyond the phenomenological jamming…
We present new numerical results on the space of local, unitary, parity-preserving conformal field theories (CFTs) in three dimensions from the stress tensor bootstrap. In bounds maximizing certain OPE coefficients, we find a plethora of…
The purpose of this paper is to introduce the new concept of weighted floating functions associated with log concave or $s$-concave functions. This leads to new notions of weighted functional affine surface areas. Their relation to more…
We survey some new progress on the pricing models driven by fractional Brownian motion \cb{or} mixed fractional Brownian motion. In particular, we give results on arbitrage opportunities, hedging, and option pricing in these models. We…
We study the diffusion of tangential tensor-valued data on curved surfaces. For this purpose, several finite-element-based numerical methods are collected and used to solve a tangential surface n-tensor heat flow problem. These methods…
Recent synthesis of fluorinated graphene introduced interesting stable derivatives of graphene. In particular, fluorographene (CF), namely fully fluorinated chair conformation, is found to display crucial features, such as high mechanical…
In this paper we prove matching upper and lower bounds for the transition density function of the subordinate reflected Brownian motion on fractals.
Textural and structural features can be regraded as "two-view" feature sets. Inspired by the recent progress in multi-view learning, we propose a novel two-view classification method that models each feature set and optimizes the process of…
We define and study the multiparameter fractional Brownian motion. This process is a generalization of both the classical fractional Brownian motion and the multiparameter Brownian motion, when the condition of independence is relaxed.…
As an extension of isotropic Gaussian random fields and Q-Wiener processes on d-dimensional spheres, isotropic Q-fractional Brownian motion is introduced and sample H\"older regularity in space-time is shown depending on the regularity of…
Likelihood inference for max-stable random fields is in general impossible because their finite-dimen\-sional probability density functions are unknown or cannot be computed efficiently. The weighted composite likelihood approach that…
The representation theory of tensor functions is a powerful mathematical tool for constitutive modeling of anisotropic materials. A major limitation of the traditional theory is that many point groups require fourth- or sixth-order…
We report in this paper a thorough study on the the dynamical mechanics of the fractional Brownian motion systems. Where several non-trivial properties are revealed such as the abundant non-Markovian effects resulted from the fractional…
Foliated fracton order is a qualitatively new kind of phase of matter. It is similar to topological order, but with the fundamental difference that a layered structure, referred to as a foliation, plays an essential role and determines the…