This study considers the solution of a class of linear systems related with the fractional Poisson equation (FPE) (−∇2)α/2φ=g(x,y) with nonhomogeneous boundary conditions...
Numerical simulation for the 3D seepage flow with fractional derivatives in porous media (2009)
Liu, Q., Liu, F., Turner, I., Anh, V.
In this paper, the numerical simulation of the 3D seepage flow with fractional derivatives in porous media is considered under two special cases: non-continued seepage flow in uniform media (NCSF-UM)...
Zhuang, P., Liu, F., Anh, V., Turner, I.
In this paper, we consider the following non-linear fractional reaction–subdiffusion process (NFR-SubDP): where f(u, x, t) is a linear function of u, the function g(u, x, t) satisfies the Lipschitz...
Abstract. The orthogonal field components from global IN-TERMAGNET magnetometer stations are studied via multifractal detrended fluctuation analysis to determine whether there are clear and...
Shen, S., Liu, F., Anh, V., Turner, I.
In this paper, we consider a Riesz fractional advection–dispersion equation (RFADE), which is derived from the kinetics of chaotic dynamics. The RFADE is obtained from the standard...
This study considers the solution of a class of linear systems related with the fractional Poisson equation (FPE) (−∇2)α/2φ=g(x,y) with nonhomogeneous boundary conditions on a bounded domain. A...
Analysis of global geomagnetic variability (2007)
The orthogonal field components from global INTERMAGNET magnetometer stations are studied via multifractal detrended fluctuation analysis to determine whether there are clear and consistent regional...
Analysis of global geomagnetic variability (2007)
The orthogonal field components from global INTERMAGNET magnetometer stations are studied via multifractal detrended fluctuation analysis to determine whether there are clear and consistent regional...
Analysis of global geomagnetic variability (2007)
The orthogonal field components from global INTERMAGNET magnetometer stations are studied via multifractal detrended fluctuation analysis to determine whether there are clear and consistent regional...
Linear filtering of systems with memory and application to finance (2006)
Inoue, A., Nakano, Y., Anh, V.
We study the linear filtering problem for systems driven by continuous Gaussian processes V(1) and V(2) with memory described by two parameters. The processes V(j) have the virtue that they possess...
Linear filtering of systems with memory and application to finance (2006)
We study the linear filtering problem for systems driven by continuous Gaussian processes V(1) and V(2) with memory described by two parameters. The processes V(j) have the virtue that they possess...
Linear filtering of systems with memory and application to finance (2006)
We study the linear filtering problem for systems driven by continuous Gaussian processes V(1) and V(2) with memory described by two parameters. The processes V(j) have the virtue that they possess...
Financial Markets with Memory I: Dynamic Models (2005)
This is the first of two papers in which we consider a stock with price process defined by a stochastic differential equation driven by a process Y(·) different from Brownian motion. The adoption of...
Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization (2005)
Anh, V., Inoue, A., Kasahara, Y.
We develop a prediction theory for a class of processes with stationary increments. In particular, we prove a prediction formula for these processes from a finite segment of the past. Using the...
Su, N., Sander, G. C., Liu, F., Anh, V., Barry, D. A.
A specific form of the Fokker–Planck equation with a time- and scale-dependent dispersivity is presented for modelling solute transport in saturated heterogeneous porous media. By taking a...
Copyright © 2002 Published by Elsevier Science B.V. All rights reserved.
Copyright © 2002 Published by Elsevier Science B.V. All rights reserved.
Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency (2001)
Gao, Jiti, Anh, V., Heyde, C., Tieng, Q.
© 2001 Blackwell Publishers Ltd.
Semiparametric Approximation Methods in Multivariate Model Selection (2001)
In this paper we propose a cross-validation selection criterion to determine asymptotically the correct model among the family of all possible partially linear models when the underlying model is a...
Semiparametric Approximation Methods in Multivariate Model Selection (2001)
In this paper we propose a cross-validation selection criterion to determine asymptotically the correct model among the family of all possible partially linear models when the underlying model is a...
Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency (2001)
Gao, Jiti, Anh, V., Heyde, C., Tieng, Q.
© 2001 Blackwell Publishers Ltd.