Testing Jump-Diffusion in Epileptic Brain Dynamics: Impact of Daily Rhythms

Testing Jump-Diffusion in Epileptic Brain Dynamics: Impact of Daily Rhythms

Stochastic approaches to complex dynamical systems have recently provided broader insights into spatial-temporal aspects of epileptic brain dynamics. Stochastic qualifiers based on higher-order Kramers-Moyal coefficients derived directly from time series data indicate improved differentiability betw...

Full description

Bibliographic Details
Main Authors:	Jutta G. Kurth, Thorsten Rings, Klaus Lehnertz
Format:	Article
Language:	English
Published:	MDPI AG 2021-03-01
Series:	Entropy
Subjects:	diffusion process jump-diffusion process time series analysis brain epilepsy biological rhythms
Online Access:	https://www.mdpi.com/1099-4300/23/3/309

Similar Items

Option Pricing with Stochastic Volatility and Jump Diffusion Processes
by: Radu Lupu
Published: (2006-03-01)

Option Pricing with Stochastic Volatility and Jump Diffusion Processes
by: Radu Lupu
Published: (2006-05-01)

Degradation Modeling for Lithium-Ion Batteries with an Exponential Jump-Diffusion Model
by: Weijie Liu, et al.
Published: (2022-08-01)

The Solution to a Differential-Difference Equation Arising in Optimal Stopping of a Jump-Diffusion Process
by: Cláudia Nunes, et al.
Published: (2022-02-01)

Continuous Mixed-Laplace Jump Diffusion Models for Stocks and Commodities
by: Donatien Hainaut
Published: (2017-07-01)

Upside and downside correlated jump risk premia of currency options and expected returns
by: Jie-Cao He, et al.
Published: (2023-05-01)

Characterizing abrupt transitions in stochastic dynamics
by: Klaus Lehnertz, et al.
Published: (2018-01-01)

Convergence of hitting times for jump-diffusion processes
by: Georgiy Shevchenko
Published: (2015-09-01)

The time-evolving epileptic brain network: concepts, definitions, accomplishments, perspectives
by: Timo Bröhl, et al.
Published: (2024-01-01)

Modifications of Functional Human Brain Networks by Transcutaneous Auricular Vagus Nerve Stimulation: Impact of Time of Day
by: Randi von Wrede, et al.
Published: (2022-04-01)

Optimal reinsurance and investment for an insurer with the jump diffusion risk model in A-C case
by: Dengfeng Xia, et al.
Published: (2019-09-01)

Adaptive diffusion strategies with Markov jump over networks
by: Yonggang Ma, et al.
Published: (2020-01-01)

Semi-Analytical Option Pricing Under Double Heston Jump-Diffusion Hybrid Model
by: Rehez Ahlip, et al.
Published: (2018-12-01)

Applied stochastic processes and control for jump-diffusions : modeling, analysis, and computation /
by: 328182 Hanson, Floyd B.
Published: (2007)

Reliability Analysis Based on a Jump Diffusion Model with Two Wiener Processes for Cloud Computing with Big Data
by: Yoshinobu Tamura, et al.
Published: (2015-06-01)

Portfolio rebalancing error with jumps and mean reversion in asset prices
by: Xingbo Xu, et al.
Published: (2011-01-01)

Transcutaneous Auricular Vagus Nerve Stimulation Differently Modifies Functional Brain Networks of Subjects With Different Epilepsy Types
by: Randi von Wrede, et al.
Published: (2022-06-01)

Portfolio optimization based on jump-diffusion stochastic differential equation
by: Yiling Huang
Published: (2020-08-01)

Maximum likelihood estimation of stock volatility using jump-diffusion models
by: Nixon S. Chekenya
Published: (2019-01-01)

Detecting Jump Risk and Jump-Diffusion Model for Bitcoin Options Pricing and Hedging
by: Kuo-Shing Chen, et al.
Published: (2021-10-01)

Evaluation of variable annuity guarantees with the effect of jumps in the asset price process
by: Mussa Juma, et al.
Published: (2017-01-01)

jumpdiff: A Python Library for Statistical Inference of Jump-Diffusion Processes in Observational or Experimental Data Sets
by: Leonardo Rydin Gorjão, et al.
Published: (2023-01-01)

Indefinite Linear-Quadratic Stochastic Control Problem for Jump-Diffusion Models with Random Coefficients: A Completion of Squares Approach
by: Jun Moon, et al.
Published: (2021-11-01)

Pricing vulnerable options with variable default boundary under jump-diffusion processes
by: Qing Zhou, et al.
Published: (2018-12-01)

Time-dependent degree-degree correlations in epileptic brain networks: from assortative to dissortative mixing
by: Christian eGeier, et al.
Published: (2015-08-01)

Modeling Precious Metal Returns through Fractional Jump-Diffusion Processes Combined with Markov Regime-Switching Stochastic Volatility
by: Martha Carpinteyro, et al.
Published: (2021-02-01)

Relationships between Copper Futures Markets from the Perspective of Jump Diffusion
by: Xue Jin, et al.
Published: (2021-09-01)

Prediksi harga saham PT. Astra agro lestari TBK dengan jump diffusion model
by: Di Asih I Maruddani, et al.
Published: (2017-05-01)

Diffusion processes /
by: Sherwood, J. N.
Published: (1971)

The Trouble with Diffusion
by: R.T. DeHoff, et al.
Published: (2002-09-01)

Value functions in a regime switching jump diffusion with delay market model
by: Dennis Llemit, et al.
Published: (2021-08-01)

Multidimensional diffusion processes /
by: 226074 Stroock, Daniel W., et al.
Published: (1979)

Fat tails arise endogenously from supply/demand, with or without jump processes
by: Gunduz Caginalp
Published: (2021-03-01)

Diffusion processes and their sample paths /
by: 225800 Ito, Kiyosi, et al.
Published: (1974)

The relationship between reproduction of the jump’s rhythm and technical score of their execution by gymnasts at the stage of initial training
by: Oksana Zaplatynska
Published: (2016-06-01)

MR Diffusion Studies of Human Brain in-vivo
by: M Nezamzadeh, et al.
Published: (2005-10-01)

MR Diffusion Studies of Human Brain in-vivo
by: M Nezamzadeh, et al.
Published: (2005-03-01)

Jumping hedges on the strength of the Mellin transform
by: M. Rodrigo, et al.
Published: (2022-05-01)

Pricing of Commodity Futures Contract by Using of Spot Price Jump-Diffusion Process
by: Hossein Esmaeili Razi, et al.
Published: (2016-10-01)

Option Pricing and Portfolio Optimization under a Multi-Asset Jump-Diffusion Model with Systemic Risk
by: Roman N. Makarov
Published: (2023-12-01)