Results 11 to 20 of about 88,425 (316)
Physical Review A, 2005 We show that for two classical brownian particles there exists an analog of continuous-variable quantum entanglement: The common probability distribution of the two coordinates and the corresponding coarse-grained velocities cannot be prepared via mixing of any factorized distributions referring to the two particles in separate.
Allahverdyan, A.E. +2 more
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Weighted Local Times of a Sub-fractional Brownian Motion as Hida Distributions
Jurnal Matematika Integratif, 2020 The sub-fractional Brownian motion is a Gaussian extension of the Brownian motion. It has the properties of self-similarity, continuity of the sample paths, and short-range dependence, among others.
Herry Pribawanto Suryawan
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Pure and Applied Mathematics Quarterly, 2011 Let K be a compact subset of ${\mathbb R}^n$. We choose at random with uniform law a point at distance $ε$ of K and start a Brownian motion (BM) from this point. We study the probability that this BM hits K for the first time at a distance $\geq r$ from the starting point.
Batakis, Athanasios +2 more
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SOME BASIC PROPERTIES OF THE NOISE REINFORCED BROWNIAN MOTION
Barekeng, 2022 Noise reinforced Brownian motion appears as the universal limit of the step reinforced random walk. This article aims to study some basic properties of the noise reinforced Brownian motion.
Herry Pribawanto Suryawan
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An Empirical Analysis of Price Jump and Asymmetric Information in Tehran Stock Exchange [PDF]
راهبرد مدیریت مالی, 2016 Deep understanding aboutthe impact of news and information on stock market is vital for analyzing and forecasting stock return. For this purpose, stochastic differential equations, such as geometric Brownian motion, geometric Brownian motion with jump ...
Saber Molaei +2 more
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About brownian movement in liquids
Литьë и металлургия, 2020 It has been shown that Brownian movement in water occurs as a result of elastic collisions of ice nanocrystals with Brownian particles. Water consists of 87 % of ice nanocrystals and 13 % of water molecules.
E. I. Marukovich +2 more
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The Brownian Web, the Brownian Net, and their Universality [PDF]
, 2016 Based on a course given in the IHP trimestre program "Disordered Systems, Random Spatial Processes and Some Applications" (Jan 5-Apr 3, 2015)
Schertzer, Emmanuel +2 more
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Mathematics, 2021 Based on the present studies about the application of approximative fractional Brownian motion in the European option pricing models, our goal in the article is that we adopt the creative model by adding approximative fractional stochastic volatility to ...
Ying Chang, Yiming Wang, Sumei Zhang
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Physical Review E, 2009 A particle diffusing around a point of stable mechanical equilibrium in a static but non-conservative force field enters into a steady state characterized by circulation in the probability flux. Circulation in such a Brownian vortex is not simply a deterministic response to the solenoidal component of the force, but rather reflects an interplay between
Sun, Bo +4 more
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Energies, 2018 This study investigates numerically the effect of the two-phase nanofluid model due to natural convection within a square cavity along with the existence of a conducting solid block, and a corner heater using the finite difference method (FDM).
Ammar I. Alsabery +3 more
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