Results 11 to 20 of about 1,696,206 (346)
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
doaj +3 more sources
A-to-Z Guide to Thermodynamics, Heat and Mass Transfer, and Fluids Engineering, 2006 This paper seeks to study standard Brownian motion and some of its properties. We construct this stochastic process and demonstrate a few properties including continuity and non-differentiability.
Christopher Bergevin +1 more
semanticscholar +3 more sources
Probability Theory and Related Fields, 2013 We consider processes which have the distribution of standard Brownian motion (in the forward direction of time) starting from random points on the trajectory which accumulate at $-\infty$.
Burdzy, Krzysztof, Scheutzow, Michael
core +5 more sources
Brownian motion reflected on Brownian motion [PDF]
Probability Theory and Related Fields, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Burdzy, Krzysztof, Nualart, David
openaire +3 more sources
Brownian Motion of Graphene [PDF]
ACS Nano, 2010 We study the Brownian motion (BM) of optically trapped graphene flakes. These orient orthogonal to the light polarization, due to the optical constants anisotropy. We explain the flake dynamics, measure force and torque constants and derive a full electromagnetic theory of optical trapping. The understanding of two dimensional BM paves the way to light-
Marago' O M +11 more
openaire +6 more sources
Brownian motion in a Brownian crack [PDF]
The Annals of Applied Probability, 1998 Let \(Y^\varepsilon(t)\) be the reflected two-dimensional Brownian motion in Wiener sausage \(D^\varepsilon\) of width \(\varepsilon>0\) around two-sided Brownian motion \(X_1(t)\).
Burdzy, Krzysztof, Khoshnevisan, Davar
openaire +3 more sources
Physical Review A, 2008 14 pages, 4 figures, to appear in Physical Review ...
Kartashov, Yaroslav V. +2 more
openaire +5 more sources
Limiting Behaviors for Brownian Motion Reflected on Brownian Motion [PDF]
Methods and Applications of Analysis, 2002 The authors study a law of iterated logarithm associated to a Brownian motion reflected to another independent Brownian motion.
Chen, X., Li, Wenbo
openaire +4 more sources
Granular Brownian motion [PDF]
Journal of Statistical Mechanics: Theory and Experiment, 2010 19 pages, 4 figures, in press on Journal of Statistical Mechanics: Theory and ...
A Sarracino +3 more
openaire +7 more sources