Fractional Models and Statistical Applications
A special issue of Fractal and Fractional (ISSN 2504-3110). This special issue belongs to the section "Probability and Statistics".
Deadline for manuscript submissions: 30 June 2024 | Viewed by 3229
Special Issue Editors
Interests: stochastic processes; stochastic analysis and stochastic differential equations; fractional processes; their financial and statistical applications
Special Issues, Collections and Topics in MDPI journals
Interests: fractional and multifractional stochastic processes and fields; stochastic differential equations (ordinary and partial); statistical inference for stochastic processes
Special Issue Information
Dear Colleagues,
The aim of this issue is to present the modern theoretical and applied questions in fractional stochastic models. This includes a wide range of problems in the theory of random processes with long- and short-term dependence. Such processes arise in physics, computer science, economics, climatology, fluid mechanics and financial mathematics. Fractional stochastic models are widely used for modeling and forecasting exchange rates, stock prices, options and other securities, and can also be applied in image processing and as models for processes in computer, electrical and telecommunication networks. The focus of this Special Issue is on models with fractional Brownian motion, which are now becoming popular because (unlike classical models, driven by the Wiener process) they allow the description of processes with non-zero correlations of random noise, namely, processes with long-term dependence (correlations that decay slowly) or short-term dependence (correlations that decay rapidly). Special attention is paid to statistical inference for fractional and related models—a rapidly developing area of research that is highly important for practical applications. Topics that are invited for submission include (but are not limited to) the following:
- Fractional and multifractional stochastic processes;
- Fractional stochastic analysis;
- Stochastic (partial) differential equations with fractional processes;
- Applications of fractional models;
- Statistical inference for fractional models.
Prof. Dr. Yuliya Mishura
Dr. Kostiantyn Ralchenko
Dr. Anton Yurchenko-Tytarenko
Guest Editors
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Fractal and Fractional is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2700 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
