Results 141 to 150 of about 1,246,913 (311)
Pricing European and Barrier Options in the Fractional Black-Scholes Market [PDF]
The aim of this paper is to obtain the valuation formulas for European and barrier options if the underlying of the option contract is supposed to be driven by a fractional Brownian motion with Hurst parameter greater than 0.5.
Ciprian Necula
core
Advanced NanoBiomed Research, EarlyView.This study presents a label‐free spectroscopic platform to evaluate membrane protein conformation on patient‐derived glioblastoma cell membrane‐coated magnetic nanovectors. This work demonstrates that preserving membrane protein integrity during nanoparticle fabrication enhances homotypic tumor targeting and reduces hard protein corona formation ...
Daniele De Pasquale +16 more
wiley +1 more source
Square variation of Brownian paths in Banach spaces
International Journal of Mathematics and Mathematical Sciences, 1982 It is known that if {W(t), 0≤t≤1} is a standard Brownian motion in ℝ then limn→∞∑i=12n|W(i/2n)−W((i−1)/2n)|2=1 almost surely. We generalize this celebrated theorem of Levy to Brownian motion in real separable Banach spaces.
Mou-Hsiung Chang
doaj +1 more source
Light‐Gated Control of Brownian Rotation by a Molecular Motor
Angewandte Chemie, EarlyView.A light‐driven molecular motor acts as a reversible steric gate for a nearby Brownian rotor. Photoisomerization switches the rotor between fast and hindered rotational regimes by modulating steric congestion around the rotational axis. The motor–rotor architecture enables a five‐order‐of‐magnitude difference in the rotational barrier, demonstrating ...
Lukáš Severa +7 more
wiley +1 more source
Type I and Type II Fractional Brownian Motions: a Reconsideration [PDF]
The so-called type I and type II fractional Brownian motions are limit distributions associated with the fractional integration model in which pre-sample shocks are either included in the lag structure, or suppressed. There can be substantial differences
James Davidson, Nigar Hashimzade
core
Statistical characteristics of queue with fractional Brownian motion input
, 2015 The factional Brownian motion has attracted significant attention because it accurately represents Internet traffic characteristics and is amenable to analysis.
Zukerman, M. +3 more
core +1 more source
Three-Dimensional Brownian Motion and the Golden Ratio Rule [PDF]
Let X =(Xt)t=0 be a transient diffusion processin (0,8) with the diffusion coeffcient s> 0 and the scale function L such that Xt ?8 as t ?8 ,let It denote its running minimum for t = 0, and let ? denote the time of its ultimate minimum I8 .Setting c(i,x)=
Hardy Hulley +2 more
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Radiative Hybrid Nanofluid Flow Over a Porous Riga Surface: A Fuzzy–ANN Modeling Approach
Asia-Pacific Journal of Chemical Engineering, EarlyView.ABSTRACT This study proposes a fuzzy–ANN model to investigate the nonlinear thermal transport in a tangent hyperbolic (Tanh) hybrid nanofluid flow past a porous Riga surface, considering the effects of Rosseland diffusion, chemical reactions, and internal volumetric heating.
Azad Hussain, Rabia Zetoon, Reeha Iqbal
wiley +1 more source
, 2008 A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is represented by just one point particle of mass m = 1, which interacts with the disk and the walls of the container via ...
Chernov, N., Dolgopyat, D.
openaire +2 more sources
A Framework for Derivative Pricing in the Fractional Black-Scholes Market [PDF]
The aim of this paper is to develop a framework for evaluating derivatives if the underlying of the derivative contract is supposed to be driven by a fractional Brownian motion with Hurst parameter greater than 0.5.
Ciprian Necula
core