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Urban form has been empirically demonstrated to be of scaling invariance and can be described with fractal geometry. However, the rational range of fractal dimension value and the relationships between various fractal indicators of cities…
This work is an analytical and numerical study of the composition of several fractals into one and of the relation between the composite dimension and the dimensions of the component fractals. In the case of composition of standard IFS with…
We study finite-size corrections to the free energy of the Sherrington-Kirkpatrick spin glass in the low temperature phase. We investigate the role of longitudinal fluctuations in these corrections, neglecting the transverse contribution.…
In this paper, the product of the Hausdorff metric on the product space is defined and the equivalency between the product Hausdorff metric and the Hausdorff metric on the product space is established. The finite product of the iterated…
The scaling properties of oil price fluctuations are described as a non-stationary stochastic process realized by a time series of finite length. An original model is used to extract the scaling exponent of the fluctuation functions within…
Fractional processes have gained popularity in financial modeling due to the dependence structure of their increments and the roughness of their sample paths. The non-Markovianity of these processes gives, however, rise to conceptual and…
We propose a model of fractal point process driven by the nonlinear stochastic differential equation. The model is adjusted to the empirical data of trading activity in financial markets. This reproduces the probability distribution…
We develop a framework for stochastic portfolio theory (SPT), which incorporates modern nonlinear price impact and impact decay models. Our main result is the derivation of the celebrated master formula for additive functional generation of…
The statistical properties of a stochastic process may be described (1)by the expectation values of the observables, (2)by the probability distribution functions or (3)by probability measures on path space. Here an analysis of level (3) is…
We investigate the structure of the profit landscape obtained from the most basic, fluctuation based, trading strategy applied for the daily stock price data. The strategy is parameterized by only two variables, p and q. Stocks are sold and…
This paper explores the innovative application of the Fractional Fourier Transform (FrFT) in sound synthesis, highlighting its potential to redefine time-frequency analysis in audio processing. As an extension of the classical Fourier…
This thesis focus on the extension of the Parisi full replica symmetry breaking solution to the Ising spin glass on a random regular graph. We propose a new martingale approach, that overcomes the limits of the Parisi-M\'ezard cavity…
We survey recent developments in fractal analysis of regular and slow-fast dynamical systems using Minkowski dimension. Our focus is on spiral trajectories near monodromic limit periodic sets in regular systems and entry-exit sequences in…
We estimate the bounds of box-counting dimension of hidden variable fractal interpolation functions (HVFIFs) and hidden variable bivariate fractal interpolation functions (HVBFIFs) with four function contractivity factors and present…
We analyse the dynamics of spinodal decomposition in inflationary cosmology using the closed time path formalism of out of equilibrium quantum field theory combined with the non-perturbative Hartree approximation. In addition to a general…
The so-called partition function is a sample moment statistic based on blocks of data and it is often used in the context of multifractal processes. It will be shown that its behaviour is strongly influenced by the tail of the distribution…
This paper introduces the fractal interpolation problem defined over domains with a nonlinear partition. This setting generalizes known methodologies regarding fractal functions and provides a new holistic approach to fractal interpolation.…
Fractal structures emerge from statistical and hierarchical processes in urban development or network evolution. In a class of efficient and robust geographical networks, we derive the size distribution of layered areas, and estimate the…
It is argued that the evolution of complex phenomena ought to be described by fractional, differential, stochastic equations whose solutions have scaling properties and are therefore random, fractal functions. To support this argument we…
Using Caputo fractional derivative of order $\alpha $ we build the fractional jet bundle of order $\alpha $ and its main geometrical structures. Defined on that bundle, some fractional dynamical systems with applications to economics are…