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Active Brownian motion of strongly coupled charged grains driven by laser radiation in plasma [PDF]
Scientific Reports, 2022 The systems of active Brownian grains can be considered as open systems, in which there is an exchange of energy and matter with the environment. The collective phenomena of active Brownian grains can demonstrate analogies with ordinary phase transitions.
Oleg F. Petrov +2 more
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3D Active Brownian Motion of Single Dust Particles Induced by a Laser in a DC Glow Discharge [PDF]
Molecules, 2023 The active Brownian motion of single dust particles of various types in the 3D electrostatic DC discharge trap under the action of laser radiation is studied experimentally. Spherical dust particles with a homogeneous surface, as well as Janus particles,
Anton S. Svetlov +4 more
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Ultraslow scaled Brownian motion [PDF]
New Journal of Physics, 2015 We define and study in detail utraslow scaled Brownian motion (USBM) characterized by a time dependent diffusion coefficient of the form $D(t)\simeq 1/t$ .
Anna S Bodrova +3 more
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Chapter 8: Brownian Motion [PDF]
Biophysics and Physicobiology, 2021 Editorial team for the Special Issue on Oosawa’s Lectures
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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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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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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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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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Asymptotic Normality of Parameter Estimators for~Mixed Fractional Brownian Motion with Trend
Austrian Journal of Statistics, 2023 We investigate the mixed fractional Brownian motion of the form Xt = θt+σWt +κBtH , driven by a standard Brownian motion W and a fractional Brownian motion B H with Hurst parameter H.
Kostiantyn Ralchenko, Mykyta Yakovliev
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AIMS Mathematics, 2022 Many works have been done on Brownian motion or fractional Brownian motion, but few of them have considered the simpler type, Riemann-Liouville fractional Brownian motion. In this paper, we investigate the semilinear stochastic evolution equations driven
Xueqi Wen, Zhi Li
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