Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction–diffusion processes are widely used to model such behaviour ...
Stochastic processes provide a mathematical framework to describe systems evolving under intrinsic randomness, while anomalous diffusion refers to the deviation from classical Brownian motion where ...
As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...