Results 231 to 240 of about 212,713 (312)

Numerical computation of 3D Brownian motion of thin film nanofluid flow of convective heat transfer over a stretchable rotating surface. [PDF]

Sci Rep, 2022
Zeeshan, Rasheed HU, Khan W, Khan I, Alshammari N, Hamadneh N.   +5 more
europepmc   +1 more source

Brownian motion on the continuum tree [PDF]

, 1995
William B. Krebs
openalex   +1 more source

Recent Insights on Synthesis, Stability, and Complexities of Water‐in‐Oil Pickering Emulsion: From Theory to Applications

Food Frontiers, EarlyView.
It provides a conceeptual framework of the core components required for w/o PE development and various internal and external factors determining the emulsion stabilization. It also emphasizes the emerging application of w/o PE in diverse industrial use such as encapsulation and delivery, packaging, food, biomedical, etc.
Bibha Mishra A., Vidisha Tomer
wiley   +1 more source

From Brownian motion to virtual biopsy: a historical perspective from 40 years of diffusion MRI. [PDF]

Jpn J Radiol
Le Bihan D.
europepmc   +1 more source

Tracking Brownian motion in three dimensions and characterization of individual nanoparticles using a fiber-based high-finesse microcavity. [PDF]

Nat Commun, 2021
Kohler L, Mader M, Kern C, Wegener M, Hunger D.   +4 more
europepmc   +1 more source

Brownian motion in a ball in the presence of spherical obstacles [PDF]

, 2009
Julie O’Donovan
openalex   +1 more source

A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets

Journal of Forecasting, EarlyView.
ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c$$ c $$ latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley   +1 more source

Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics. [PDF]

Extremes (Boston)
Dȩbicki K, Ji L, Novikov S.
europepmc   +1 more source

Dynamic Debt With Intensity‐Based Models

Journal of Futures Markets, EarlyView.
ABSTRACT This article proposes a dynamic debt model where the face value of debt can change. In particular, our dynamic debt setting allows debt changes ruled by intensity processes that are linked to the firm value through the correlation between the stochastic processes. Analytical solutions are obtained, and we extend the proposed dynamic debt model
João Miguel Reis, José Carlos Dias
wiley   +1 more source

Exploring the impact of Joule heating and Brownian motion on assisting and opposing flows in Eyring-Prandtl fluid. [PDF]

Heliyon
Maraj EN, Afaq H, Azhar E, Jamal M, Mahmoud HA.   +4 more
europepmc   +1 more source