Results 21 to 30 of about 212,713 (312)
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 +3 more
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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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, 2019 This open access textbook is the first to provide Business and Economics Ph.D. students with a precise and intuitive introduction to the formal backgrounds of modern financial theory. It explains Brownian motion, random processes, measures, and Lebesgue integrals intuitively, but without sacrificing the necessary mathematical formalism, making them ...
Löffler, Andreas, Kruschwitz, Lutz
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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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100 years of Einstein's theory of Brownian motion: from pollen grains to protein trains [PDF]
, 2005 Experimental verification of the theoretical predictions made by Albert Einstein in his paper, published in 1905, on the molecular mechanisms of Brownian motion established the existence of atoms.
Chowdhury, Debashish
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A promising new energy source: The Brownian motion of nanoresonator arrays
EPJ Web of Conferences, 2014 It is proposed a device designed to extract the Brownian motion energy. Since Brownian motion is usually a whoolly disordered motion, the first step consists in putting it in order with resonators, the Brownian motion of which is organized.
Rattinacannou Jean-Selva
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Journal of Mathematics, 2022 In this paper, we consider the fractional-stochastic Boussinesq-Burger system (FSBBS) generated by the multiplicative Brownian motion. The Jacobi elliptic function techniques are used to create creative elliptic, hyperbolic, and rational fractional ...
Wael W. Mohammed +2 more
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Tail estimates for the Brownian excursion area and other Brownian areas [PDF]
, 2007 Several Brownian areas are considered in this paper: the Brownian excursion area, the Brownian bridge area, the Brownian motion area, the Brownian meander area, the Brownian double meander area, the positive part of Brownian bridge area, the positive ...
Janson, Svante, Louchard, Guy
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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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AIMS Mathematics, 2022 We consider the nonergodic Gaussian Ornstein-Uhlenbeck processes of the second kind defined by $ dX_t = \theta X_tdt+dY_t^{(1)}, t\geq 0, X_0 = 0 $ with an unknown parameter $ \theta > 0, $ where $ dY_t^{(1)} = e^{-t}dG_{a_{t}} $ and $ \{G_t, t\geq 0\}
Huantian Xie, Nenghui Kuang
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