Results 31 to 40 of about 1,529,309 (330)
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
Relativistic Brownian motion [PDF]
Physics Reports, 2009 Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special relativity, we review, here, recent progress in the phenomenological description of relativistic diffusion processes ...
Dunkel, Jörn, Hänggi, Peter
openaire +4 more sources
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
Brownian Motion and Stochastic Calculus
, 2008 1 Preliminaries of Measure Theory De nition 1 F P ( ) is said to be an algebra if (1) 2 F (2) A;B 2 F implies A S B 2 F (3) A 2 F implies AC 2 F . F is said to be a semialgebra or semi-ring is (1) ;? 2 F (2) A;B 2 F implies AB 2 F (3) A;B 2 F implies AnB
Xiongzhi Chen
semanticscholar +1 more source
重分数布朗运动的列维连续模(Lévy's moduli of continuity of multifractional Brownian motion)
Zhejiang Daxue xuebao. Lixue ban, 2000 This paper proposed Lévy's moduli of continuity of multifractional Brownian motion,which is a generalization of the fractional Brownian motion.
LINZheng-yan(林正炎)
doaj +1 more source
ON THE QHASI CLASS AND ITS EXTENSION TO SOME GAUSSIAN SHEETS
International Journal for Computational Civil and Structural Engineering, 2022 Introduced in 2018 the generalized bifractional Brownian motion is considered as an element of the quasi-helix with approximately stationary increment class of real centered Gaussian processes conditioning by parameters.
Charles El-Nouty, Darya Filatova
doaj +1 more source