Results 1 to 10 of about 212,713 (312)
Physical Review Letters, 2010 We derive the generalized Markovian description for the non-equilibrium Brownian motion of a heated particle in a simple solvent with a temperature-dependent viscosity.
D. Frenkel +8 more
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Risks, 2017 Diffusions are widely used in finance due to their tractability. Driftless diffusions are needed to describe ratios of asset prices under a martingale measure.
Peter Carr
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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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Superstatistical Brownian motion [PDF]
Progress of Theoretical Physics Supplement, 2005 As a main example for the superstatistics approach, we study a Brownian particle moving in a d-dimensional inhomogeneous environment with macroscopic temperature fluctuations. We discuss the average occupation time of the particle in spatial cells with a
Beck, Christian
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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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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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Is a Brownian Motion Skew? [PDF]
Scandinavian Journal of Statistics, 2013 ABSTRACTWe study the asymptotic behaviour of the maximum likelihood estimator corresponding to the observation of a trajectory of a skew Brownian motion, through a uniform time discretization. We characterize the speed of convergence and the limiting distribution when the step size goes to zero, which in this case are non‐classical, under the null ...
Lejay, Antoine +2 more
openaire +5 more sources
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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