264 citations · 3.4k across the 103 of their papers we have counts for
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A unifying approach to first-passage time distributions in diffusing diffusivity and switching diffusion models
D. S. Grebenkov
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a part…
Towards a full quantitative description of single-molecule reaction kinetics in biological cells
Denis S. Grebenkov, Ralf Metzler, Gleb Oshanin
The first-passage time (FPT), i.e., the moment when a stochastic process reaches a given threshold value for the first time, is a fundamental mathematical concept with immediate ap…
Structural and temporal heterogeneities on networks
Liubov Tupikina, Denis S. Grebenkov
A heterogeneous continuous time random walk is an analytical formalism for studying and modeling diffusion processes in heterogeneous structures on microscopic and macroscopic scal…
Probing surface-to-volume ratio of an anisotropic medium by diffusion {NMR} with general gradient encoding
Nicolas Moutal, Ivan I. Maximov, Denis S. Grebenkov
Since the seminal paper by Mitra et al., diffusion MR has been widely used in order to estimate surface-to-volume ratios. In the present work we generalize Mitra's formula for arbi…
Optimal parameters for anomalous diffusion exponent estimation from noisy data
Yann Lanoiselée, Denis S. Grebenkov, Grzegorz Sikora +2
The most common way of estimating the anomalous diffusion exponent from single-particle trajectories consists in a linear fitting of the dependence of the time averaged mean square…
Emergence of correlations between securities at short time scales
S. Valeyre, D. S. Grebenkov, S. Aboura
The correlation matrix is the key element in optimal portfolio allocation and risk management. In particular, the eigenvectors of the correlation matrix corresponding to large eige…