Results 11 to 20 of about 49,113 (205)

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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Hot Brownian Motion [PDF]

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 ...
Rings, Daniel, Schachoff, Romy, Selmke, Markus, Cichos, Frank, Kroy, Klaus   +4 more
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Deterministic Brownian motion [PDF]

Physical Review A, 1992
The goal of this thesis is to contribute to the ambitious program of the foundation of developing statistical physics using chaos. We build a deterministic model of Brownian motion and provide a microscpoic derivation of the Fokker-Planck equation.
, Trefán, , Grigolini, , West
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A modified Φ-Sobolev inequality for canonical Lévy processes and its applications

Modern Stochastics: Theory and Applications, 2023
A new modified Φ-Sobolev inequality for canonical ${L^{2}}$-Lévy processes, which are hybrid cases of the Brownian motion and pure jump-Lévy processes, is developed.
Noriyoshi Sakuma, Ryoichi Suzuki
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Development of a Self-Viscosity and Temperature-Compensated Technique for Highly Stable and Highly Sensitive Bead-Based Diffusometry

Biosensors, 2022
Brownian motion, which is a natural phenomenon, has attracted numerous researchers and received extensive studies over the past decades. The effort contributes to the discovery of optical diffusometry, which is commonly used for micro/nano particle ...
Wei-Long Chen, Han-Sheng Chuang
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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
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Probabilistic properties and applications of several variations of Brownian motion

Nantong Daxue xuebao. Ziran kexue ban, 2022
On the basis of standard Brownian motion, this paper discusses several kinds of variations related to standard Brownian motion in the form of probability distribution and joint distribution.
JIANG Peihua; ZHOU Qiaoyan; LAN Tianya; LIU Kexin
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Rotation and migration of nanoparticles for heat transfer augmentation in nanofluids by molecular dynamics simulation

Case Studies in Thermal Engineering, 2015
Nanofluids are a new generation of high-efficiency refrigerant with abnormal increased thermal conductivity and convective heat transfer properties.
Wenzheng Cui, Zhaojie Shen, Jianguo Yang, Shaohua Wu   +3 more
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The flashing Brownian ratchet and Parrondo’s paradox [PDF]

Royal Society Open Science, 2018
A Brownian ratchet is a one-dimensional diffusion process that drifts towards a minimum of a periodic asymmetric sawtooth potential. A flashing Brownian ratchet is a process that alternates between two regimes, a one-dimensional Brownian motion and a ...
S. N. Ethier, Jiyeon Lee
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Multiscale Volatility Analysis for Noisy High-Frequency Prices

Risks, 2023
We present a multiscale analysis of the volatility of intraday prices from high-frequency data. Our multiscale framework includes a fractional Brownian motion and microstructure noise as the building blocks.
Tim Leung, Theodore Zhao
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