2

Heterogeneous continuous-time random walks

Grebenkov, Denis S., Tupikina, Liubov
Journal:
Physical Review E
Year:
2018
Language:
english
File:
PDF, 695 KB
english, 2018
3

NMR survey of reflected Brownian motion

Grebenkov, Denis
Journal:
Review of Modern Physics
Year:
2007
Language:
english
File:
PDF, 1.08 MB
english, 2007
4

The reactive volatility model

Valeyre, Sebastien, Grebenkov, Denis, Aboura, Sofiane, Liu, Qian
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 629 KB
english, 2013
5

Probability distribution of the time-averaged mean-square displacement of a Gaussian process

Grebenkov, Denis S.
Journal:
Physical Review E
Year:
2011
Language:
english
File:
PDF, 723 KB
english, 2011
7

Time-averaged mean square displacement for switching diffusion

Grebenkov, Denis S.
Journal:
Physical Review E
Year:
2019
Language:
english
File:
PDF, 998 KB
english, 2019
9

The Beta Neutral Model with Leverage Effect

Valeyre, SSbastien, Grebenkov, Denis, Aboura, Sofiane
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 1.80 MB
english, 2017
10

Use, misuse, and abuse of apparent diffusion coefficients

Denis S. Grebenkov
Journal:
Concepts in Magnetic Resonance Part A
Year:
2010
Language:
english
File:
PDF, 256 KB
english, 2010
12

Optimal allocation of trend following strategies

Grebenkov, Denis S., Serror, Jeremy
Journal:
Physica A: Statistical Mechanics and its Applications
Year:
2015
Language:
english
File:
PDF, 3.10 MB
english, 2015
13

Analytical representations of the spread harmonic measure density

Grebenkov, Denis S.
Journal:
Physical Review E
Year:
2015
Language:
english
File:
PDF, 445 KB
english, 2015
14

Searching for partially reactive sites: Analytical results for spherical targets

Grebenkov, Denis S.
Journal:
The Journal of Chemical Physics
Year:
2010
Language:
english
File:
PDF, 416 KB
english, 2010
21

SCALING PROPERTIES OF THE SPREAD HARMONIC MEASURES

GREBENKOV, DENIS S.
Journal:
Fractals
Year:
2006
Language:
english
File:
PDF, 317 KB
english, 2006
25

Optimal and suboptimal quadratic forms for noncentered Gaussian processes

Grebenkov, Denis S.
Journal:
Physical Review E
Year:
2013
Language:
english
File:
PDF, 401 KB
english, 2013
29

The Reactive Volatility Model

Valeyre, Sébastien, Grebenkov, Denis, Aboura, Sofiane, Liu, Qian
Journal:
SSRN Electronic Journal
Year:
2012
Language:
english
File:
PDF, 784 KB
english, 2012
38

Subdiffusion in a bounded domain with a partially absorbing-reflecting boundary

Grebenkov, Denis S.
Journal:
Physical Review E
Year:
2010
Language:
english
File:
PDF, 297 KB
english, 2010
39

A multiscale guide to Brownian motion

Grebenkov, Denis S, Belyaev, Dmitry, Jones, Peter W
Journal:
Journal of Physics A Mathematical and Theoretical
Year:
2016
Language:
english
File:
PDF, 916 KB
english, 2016
40

First passage times for multiple particles with reversible target-binding kinetics

Grebenkov, Denis S.
Journal:
The Journal of Chemical Physics
Year:
2017
Language:
english
File:
PDF, 933 KB
english, 2017
45

Diffusion MRI/NMR at high gradients: Challenges and perspectives

Grebenkov, Denis S.
Journal:
Microporous and Mesoporous Materials
Year:
2017
Language:
english
File:
PDF, 663 KB
english, 2017
49

Should Employers Pay Their Employees Better?

Valeyre, SSbastien, Grebenkov, Denis, Liu, Qian, Aboura, Sofiane, Bonnin, Francois
Journal:
SSRN Electronic Journal
Year:
2016
Language:
english
File:
PDF, 1.27 MB
english, 2016