An Analytic Study of the Ornstein–Uhlenbeck Process with Time-Varying Coefficients in the Modeling of Anomalous Diffusions

Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process

(2014) E. S. Palamarchuk   COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS

Scaled Brownian motion: a paradoxical process with a time dependent diffusivity for the description of anomalous diffusion

(2014) Jae-Hyung Jeon et al.   PHYSICAL CHEMISTRY CHEMICAL PHYSICS

On stochastic optimality for a linear controller with attenuating disturbances

(2013) T. A. Belkina et al.   AUTOMATION AND REMOTE CONTROL

Modeling perceptual discrimination in dynamic noise: Time-changed diffusion and release from inhibition

(2013) Philip L. Smith et al.   JOURNAL OF MATHEMATICAL PSYCHOLOGY

Diffusive Information Accumulation by Minimal Recurrent Neural Models of Decision Making

(2011) Philip L. Smith et al.   NEURAL COMPUTATION

Active Brownian motion in threshold distribution of a Coulomb blockade model

(2011) Takayuki Narumi et al.   PHYSICAL REVIEW E

Modeling the electric power consumption in a multi-area system

(2010) Magnus Perninge et al.   EUROPEAN TRANSACTIONS ON ELECTRICAL POWER