Hasil Pencarian - Krzysztof Burnecki

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  1. 1
    Testing of Multifractional Brownian Motion

    Testing of Multifractional Brownian Motion oleh Michał Balcerek, Krzysztof Burnecki

    Diterbitkan 2020-12-01
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  2. 2
    Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing

    Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing oleh Krzysztof Burnecki, Mario Nicoló Giuricich

    Diterbitkan 2017-12-01
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  3. 3
    Random coefficient autoregressive processes describe Brownian yet non-Gaussian diffusion in heterogeneous systems

    Random coefficient autoregressive processes describe Brownian yet non-Gaussian diffusion in heterogeneous systems oleh Jakub Ślęzak, Krzysztof Burnecki, Ralf Metzler

    Diterbitkan 2019-01-01
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  4. 4
    Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem.

    Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem. oleh Krzysztof Burnecki, Agnieszka Wylomanska, Aleksei Chechkin

    Diterbitkan 2015-01-01
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  5. 5
    Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process

    Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process oleh Krzysztof Burnecki, Marek A. Teuerle, Aleksandra Wilkowska

    Diterbitkan 2022-06-01
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  6. 6
    Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach

    Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach oleh Krzysztof Burnecki, Marek A. Teuerle, Aleksandra Wilkowska

    Diterbitkan 2021-05-01
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  7. 7
    Pricing of insurance-linked securities: a multi-peril approach

    Pricing of insurance-linked securities: a multi-peril approach oleh Krzysztof Burnecki, Marek A. Teuerle, Martyna Zdeb

    Diterbitkan 2024-07-01
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  8. 8
    Omnibus test for normality based on the Edgeworth expansion.

    Omnibus test for normality based on the Edgeworth expansion. oleh Agnieszka Wyłomańska, D Robert Iskander, Krzysztof Burnecki

    Diterbitkan 2020-01-01
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  9. 9
    Guidelines for the fitting of anomalous diffusion mean square displacement graphs from single particle tracking experiments.

    Guidelines for the fitting of anomalous diffusion mean square displacement graphs from single particle tracking experiments. oleh Eldad Kepten, Aleksander Weron, Grzegorz Sikora, Krzysztof Burnecki, Yuval Garini

    Diterbitkan 2015-01-01
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  10. 10
    Modelling intermittent anomalous diffusion with switching fractional Brownian motion

    Modelling intermittent anomalous diffusion with switching fractional Brownian motion oleh Michał Balcerek, Agnieszka Wyłomańska, Krzysztof Burnecki, Ralf Metzler, Diego Krapf

    Diterbitkan 2023-01-01
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  11. 11
    Identifying heterogeneous diffusion states in the cytoplasm by a hidden Markov model

    Identifying heterogeneous diffusion states in the cytoplasm by a hidden Markov model oleh Joanna Janczura, Michał Balcerek, Krzysztof Burnecki, Adal Sabri, Matthias Weiss, Diego Krapf

    Diterbitkan 2021-01-01
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  12. 12
    Ergodicity breaking on the neuronal surface emerges from random switching between diffusive states

    Ergodicity breaking on the neuronal surface emerges from random switching between diffusive states oleh Aleksander Weron, Krzysztof Burnecki, Elizabeth J. Akin, Laura Solé, Michał Balcerek, Michael M. Tamkun, Diego Krapf

    Diterbitkan 2017-07-01
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  13. 13
    Memory-multi-fractional Brownian motion with continuous correlations

    Memory-multi-fractional Brownian motion with continuous correlations oleh Wei Wang, Michał Balcerek, Krzysztof Burnecki, Aleksei V. Chechkin, Skirmantas Janušonis, Jakub Ślęzak, Thomas Vojta, Agnieszka Wyłomańska, Ralf Metzler

    Diterbitkan 2023-08-01
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