All Stories

  1. Mathematical Models for Dynamics of Molecular Processes in Living Biological Cells. A Single Particle Tracking Approach

    Article • Annales Mathematicae Silesianae, September 2018, De Gruyter

    Aleksander Weron

  2. Transient anomalous diffusion

    Article • The Journal of Chemical Physics, July 2018, American Institute of Physics

    Aleksander Weron

  3. Receptor–G protein interactions at cell surface

    Article • Nature, October 2017, Springer Science + Business Media

    Aleksander Weron

  4. Random switching between diffusive states.

    Article • Scientific Reports, July 2017, Springer Science + Business Media

    Aleksander Weron

  5. An efficient algorithm for extracting the magnitude of the measurement error for fractional dynamics

    Article • Physical Chemistry Chemical Physics, January 2017, Royal Society of Chemistry

    Aleksander Weron

  6. Identifying ergodicity breaking for fractional anomalous diffusion: Criteria for minimal trajectory length

    Article • November 2016, American Physical Society (APS)

    Aleksander Weron

  7. Ergodicity testing using an analytical formula for a dynamical functional of alpha-stable autoregressive fractionally integrated moving average processes

    Article • April 2016, American Physical Society (APS)

    Aleksander Weron

  8. Uniform Contraction-Expansion Description of Relative Centromere and Telomere Motion

    Article • Biophysical Journal, October 2015, Elsevier

    Aleksander Weron

  9. Anomalous diffusion approach to non-exponential relaxation in complex physical systems

    Article • Communications in Nonlinear Science and Numerical Simulation, July 2015, Elsevier

    Aleksander Weron

  10. Random switching between diffusive states

    Article • Scientific Reports, June 2015, Springer Science + Business Media

    Aleksander Weron

  11. From physical linear systems to discrete-time series. A guide for analysis of the sampled experimental data

    Article • Physical Review E, May 2015, American Physical Society (APS)

    Aleksander Weron

  12. Ergodicity testing for anomalous diffusion: Small sample statistics

    Article • The Journal of Chemical Physics, April 2015, American Institute of Physics

    Aleksander Weron

  13. A fractional Fokker-Planck control framework for subdiffusion processes

    Article • Optimal Control Applications and Methods, April 2015, Wiley

    Aleksander Weron

  14. Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments

    Article • PLOS One, February 2015, PLOS

    Aleksander Weron

  15. Stochastic Dynamics of G-Protein-Coupled Cell-Surface Receptors

    Article • January 2015, Springer Science + Business Media

    Aleksander Weron

  16. Algorithms for testing of fractional dynamics: a practical guide to ARFIMA modelling

    Article • Journal of Statistical Mechanics Theory and Experiment, October 2014, Institute of Physics Publishing

    Aleksander Weron

  17. Anomalous diffusion with transient subordinators: A link to compound relaxation laws

    Article • The Journal of Chemical Physics, February 2014, American Institute of Physics

    Aleksander Weron

  18. Universal Algorithm for Identification of Fractional Brownian Motion. A Case of Telomere Subdiffusion

    Article • Biophysical Journal, November 2012, Elsevier

    Aleksander Weron

  19. Fractional process as a unified model for subdiffusive dynamics in experimental data

    Article • Physical Review E, October 2012, American Physical Society (APS)

    Aleksander Weron

  20. Statistical modelling of subdiffusive dynamics in the cytoplasm of living cells: A FARIMA approach

    Article • EPL (Europhysics Letters), April 2012, Institute of Physics Publishing

    Aleksander Weron

  21. Anomalous diffusion: Testing ergodicity breaking in experimental data

    Article • Physical Review E, November 2011, American Physical Society (APS)

    Aleksander Weron

  22. Identification and Validation of Fractional Subdiffusion Dynamics

    Article • October 2011, World Scientific Pub Co Pte Lt

    Aleksander Weron

  23. Option Pricing in Subdiffusive Bachelier Model

    Article • Journal of Statistical Physics, September 2011, Springer Science + Business Media

    Aleksander Weron

  24. Ergodic properties of anomalous diffusion processes

    Article • Annals of Physics, September 2011, Elsevier

    Aleksander Weron

  25. Fractional Klein–Kramers dynamics for subdiffusion and Itô formula

    Article • Journal of Statistical Mechanics Theory and Experiment, January 2011, Institute of Physics Publishing

    Aleksander Weron

  26. Generalization of the Khinchin Theorem to Lévy Flights

    Article • Physical Review Letters, December 2010, American Physical Society (APS)

    Aleksander Weron

  27. Fractional Lévy stable motion can model subdiffusive dynamics

    Article • Physical Review E, August 2010, American Physical Society (APS)

    Aleksander Weron

  28. Overshooting and undershooting subordination scenario for fractional two-power-law relaxation responses

    Article • Physical Review E, April 2010, American Physical Society (APS)

    Aleksander Weron

  29. Fractional Brownian Motion Versus the Continuous-Time Random Walk: A Simple Test for Subdiffusive Dynamics

    Article • Physical Review Letters, October 2009, American Physical Society (APS)

    Aleksander Weron

  30. Anomalous diffusion and semimartingales

    Article • EPL (Europhysics Letters), June 2009, Institute of Physics Publishing

    Aleksander Weron

  31. FARIMA MODELING OF SOLAR FLARE ACTIVITY FROM EMPIRICAL TIME SERIES OF SOFT X-RAY SOLAR EMISSION

    Article • The Astrophysical Journal, March 2009, Institute of Physics Publishing

    Aleksander Weron

  32. Equivalence of the Fractional Fokker-Planck and Subordinated Langevin Equations: The Case of a Time-Dependent Force

    Article • Physical Review Letters, November 2008, American Physical Society (APS)

    Aleksander Weron

  33. Diffusion and relaxation controlled by temperedα-stable processes

    Article • Physical Review E, November 2008, American Physical Society (APS)

    Aleksander Weron

  34. Stochastic models for bidding strategies on oligopoly electricity market

    Article • Mathematical Methods of Operations Research, September 2008, Springer Science + Business Media

    Aleksander Weron

  35. Modelling energy forward prices

    Article • May 2008, Institute of Electrical & Electronics Engineers (IEEE)

    Aleksander Weron

  36. Modeling of subdiffusion in space-time-dependent force fields beyond the fractional Fokker-Planck equation

    Article • Physical Review E, March 2008, American Physical Society (APS)

    Aleksander Weron

  37. From solar flare time series to fractional dynamics

    Article • Physica A Statistical Mechanics and its Applications, February 2008, Elsevier

    Aleksander Weron

  38. Numerical approach to the fractional Klein-Kramers equation

    Article • Physical Review E, December 2007, American Physical Society (APS)

    Aleksander Weron

  39. Competition between subdiffusion and Lévy flights: A Monte Carlo approach

    Article • Physical Review E, May 2007, American Physical Society (APS)

    Aleksander Weron

  40. Fractional Fokker-Planck dynamics: Stochastic representation and computer simulation

    Article • Physical Review E, January 2007, American Physical Society (APS)

    Aleksander Weron

  41. Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series

    Article • Studia Mathematica, January 2007, Institute of Mathematics, Polish Academy of Sciences

    Aleksander Weron

  42. Complete description of all self-similar models driven by Lévy stable noise

    Article • Physical Review E, January 2005, American Physical Society (APS)

    Aleksander Weron

  43. The Lineshape of Inelastic Neutron Scattering in Relaxor Ferroelectrics

    Article • Physics of the Solid State, January 2005, Pleiades Publishing Ltd

    Aleksander Weron

  44. Annuities under random rates of interest—revisited

    Article • Insurance Mathematics and Economics, July 2003, Elsevier

    Aleksander Weron

  45. Fractal market hypothesis and two power-laws

    Article • Chaos Solitons & Fractals, January 2000, Elsevier

    Aleksander Weron

  46. CED model for asset returns and fractal market hypothesis

    Article • Mathematical and Computer Modelling, May 1999, Elsevier

    Aleksander Weron

  47. Computer simulation of attractors in stochastic models with α-stable noise

    Article • Mathematics and Computers in Simulation, November 1995, Elsevier

    Aleksander Weron

  48. Relaxation functions in dipolar materials

    Article • Journal of Statistical Physics, February 1995, Springer Science + Business Media

    Aleksander Weron

  49. Can One See $\alpha$-Stable Variables and Processes?

    Article • Statistical Science, February 1994, Institute of Mathematical Statistics

    Aleksander Weron

  50. Ergodic behavior and estimation for periodically correlated processes

    Article • Statistics & Probability Letters, November 1992, Elsevier

    Aleksander Weron

  51. Characterizations of intrinsically random dynamical systems

    Article • Physica A Statistical Mechanics and its Applications, July 1990, Elsevier

    Aleksander Weron

  52. An explicit approach to the Λ-operator and the H-theorem in the Prigogine theory of irreversibility

    Article • Physica A Statistical Mechanics and its Applications, February 1989, Elsevier

    Aleksander Weron

  53. Innovations and Wold decompositions of stable sequences

    Article • Probability Theory and Related Fields, September 1988, Springer Science + Business Media

    Aleksander Weron

  54. Ergodic properties of stationary stable processes

    Article • Stochastic Processes and their Applications, February 1987, Elsevier

    Aleksander Weron

  55. Quantum theory of decaying systems from the canonical decomposition of dynamical semigroups

    Article • March 1985, American Physical Society (APS)

    Aleksander Weron

  56. Decomposability of cylindrical martingales and absolutely summing operators

    Article • Mathematische Zeitschrift, June 1984, Springer Science + Business Media

    Aleksander Weron

  57. α-Stable characterization of Banach spaces (1 < α < 2)

    Article • Journal of Multivariate Analysis, December 1981, Elsevier

    Aleksander Weron

  58. Existence of the linear prediction for Banach space valued Gaussian processes

    Article • Journal of Multivariate Analysis, March 1981, Elsevier

    Aleksander Weron

  59. Dilation theorems for positive definite operator kernels having majorants

    Article • Journal of Functional Analysis, January 1981, Elsevier

    Aleksander Weron

  60. Darstellung von stationären stochastischen Prozessen mit Werten in einem BANACH-Raum durch einseitige gleitende Mittel

    Article • Mathematische Nachrichten, January 1979, Wiley

    Aleksander Weron

  61. Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups

    Article • Journal of Multivariate Analysis, March 1976, Elsevier

    Aleksander Weron

  62. Ruin Probabilities in Finite and Infinite Time

    Article • Springer Science + Business Media

    Aleksander Weron

  63. Stable Diffusion Approximation of the Risk Process

    Article • Springer Science + Business Media

    Aleksander Weron