Results 11 to 20 of about 918 (56)
A note on local asymptotic behaviour for Brownian motion in Banach spaces
International Journal of Mathematics and Mathematical Sciences, Volume 2, Issue 4, Page 669-676, 1979., 1979 In this paper we obtain an integral characterization of a two‐sided upper function for Brownian motion in a real separable Banach space. This characterization generalizes that of Jain and Taylor [2] where B = ℝn. The integral test obtained involves the index of a mean zero Gaussian measure on the Banach space, which is due to Kuelbs [3].
Mou-Hsiung Chang
wiley +1 more source
Generalized Bessel function of Type D [PDF]
, 2008 We write down the generalized Bessel function associated with the root system of type $D$ by means of multivariate hypergeometric series. Our hint comes from the particular case of the Brownian motion in the Weyl chamber of type $D$.Comment: This is a ...
Demni, Nizar
core +6 more sources
A probabilistic solution to the Stroock-Williams equation [PDF]
, 2014 We consider the initial boundary value problem \begin{eqnarray*}u_t=\mu u_x+\tfrac{1}{2}u_{xx}\qquad (t>0,x\ge0),\\u(0,x)=f(x)\qquad (x\ge0),\\u_t(t,0)=\nu u_x(t,0)\qquad (t>0)\end{eqnarray*} of Stroock and Williams [Comm. Pure Appl. Math. 58 (2005) 1116-
Peskir, Goran
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Further studies on square-root boundaries for Bessel processes [PDF]
, 2018 We look at decompositions of perpetuities and apply that to the study of the distributions of hitting times of Bessel processes of two types of square root boundaries.
Alili, Larbi, Matsumoto, Hiroyuki
core +2 more sources
, 2016 Let $M_r$ be the maximum value of an one-dimensional Brownian motion on the (time) interval $[0, r]$. We derive an explicit formula for the distribution of the time required (after $r$) for the Brownian motion to exceed $M_r$.Comment: 3 ...
Papanicolaou, Vassilis G.
core +1 more source
Restrictions of Brownian motion [PDF]
, 2014 Let $\{ B(t) \colon 0\leq t\leq 1\}$ be a linear Brownian motion and let $\dim$ denote the Hausdorff dimension. Let $\alpha>\frac12$ and $1\leq \beta \leq 2$.
Balka, Richárd, Peres, Yuval
core +3 more sources
Isoperimetric-type inequalities for iterated Brownian motion in R^n
, 2006 We extend generalized isoperimetric-type inequalities to iterated Brownian motion over several domains in $\RR{R}^{n}$. These kinds of inequalities imply in particular that for domains of finite volume, the exit distribution and moments of the first exit
Allouba +15 more
core +1 more source
Computational and Mathematical BiophysicsIn this article, we study a fractional-order prey-predator model incorporating prey refuge and predator harvesting, employing a Holling type III functional response.
Aguegboh Nnaemeka Stanley +5 more
doaj +1 more source
Computational and Mathematical BiophysicsInfectious illnesses like hepatitis place a heavy cost on global health, and precise mathematical models must be created in order to understand and manage them.
Aguegboh Nnaemeka S. +4 more
doaj +1 more source
Macroscopic limit of a Fokker-Planck model of swarming rigid bodies
European Journal of Applied MathematicsWe consider self-propelled rigid bodies interacting through local body-attitude alignment modelled by stochastic differential equations. We derive a hydrodynamic model of this system at large spatio-temporal scales and particle numbers in any dimension
Pierre Degond, Amic Frouvelle
doaj +1 more source