Results 11 to 20 of about 1,529,309 (330)
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 +2 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 reflected on Brownian motion [PDF]
Probability Theory and Related Fields, 2002 We study Brownian motion reflected on an ``independent'' Brownian path. We prove results on the joint distribution of both processes and the support of the parabolic measure in the space-time domain bounded by a Brownian path. We show that there exist two different natural local times for a Brownian path reflected on a Brownian path.
Burdzy, Krzysztof, Nualart, David
openaire +2 more sources
Physical Review A, 2008 14 pages, 4 figures, to appear in Physical Review ...
Kartashov, Yaroslav V. +2 more
openaire +5 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
The spans in Brownian motion [PDF]
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2017 33 pages, 4 figures.
Evans, Steven, Pitman, Jim, Tang, Wenpin
openaire +6 more sources
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. Our analytical results for the generalized fluctuation-dissipation and Stokes-Einstein relations compare favorably with measurements of laser-heated gold nano-particles and provide a ...
Romy Schachoff +4 more
openaire +4 more sources
Brownian motion in a Brownian crack [PDF]
The Annals of Applied Probability, 1998 L etD be the Wiener sausage of width " around two-sided Brownian motion. The components of 2-dimensional reflected Brownian motion in D con- verge to 1-dimensional Brownian motion and iterated Brownian motion, resp., as " goes to 0. 1. Introduction. Our paper is concerned with a model for a diusion in a crack.
Burdzy, Krzysztof, Khoshnevisan, Davar
openaire +2 more sources