264 citations · 3.4k across the 103 of their papers we have counts for
6 papers · 1 filter
Generalized Langevin Equation with Hydrodynamic Backflow: Equilibrium Properties
Étienne Fodor, Denis S. Grebenkov, Paolo Visco +1
We review equilibrium properties for the dynamics of a single particle evolving in a visco--elastic medium under the effect of hydrodynamic backflow which includes added mass and B…
First Exit Times of Harmonically Trapped Particles: A Didactic Review
D. S. Grebenkov
We revise the classical problem of characterizing first exit times of a harmonically trapped particle whose motion is described by one- or multi-dimensional Ornstein-Uhlenbeck proc…
Optimal Allocation of Trend Following Strategies
Denis S. Grebenkov, Jeremy Serror
We consider a portfolio allocation problem for trend following (TF) strategies on multiple correlated assets. Under simplifying assumptions of a Gaussian market and linear TF strat…
Exit time distribution in spherically symmetric two-dimensional domains
J. -F. Rupprecht, O. Bénichou, D. S. Grebenkov +1
The distribution of exit times is computed for a Brownian particle in spherically symmetric two- dimensional domains (disks, angular sectors, annuli) and in rectangles that contain…
Analytical theory of oxygen transfer in the human placenta
A. S. Serov, C. Salafia, M. Filoche +1
We propose an analytical approach to solving the diffusion-convection equations governing oxygen transport in the human placenta. We show that only two geometrical characteristics…
Optimal villi density for maximal oxygen uptake in the human placenta
A. S. Serov, C. Salafia, P. Brownbill +2
We present a stream-tube model of oxygen exchange inside a human placenta functional unit (a placentone). The effect of villi density on oxygen transfer efficiency is assessed by n…