Results 31 to 40 of about 49,113 (205)
On the Integral of the Fractional Brownian Motion and Some Pseudo-Fractional Gaussian Processes
Mathematics, 2019 We investigate the main statistical parameters of the integral over time of the fractional Brownian motion and of a kind of pseudo-fractional Gaussian process, obtained as a classical Gauss−Markov process from Doob representation by replacing ...
Mario Abundo, Enrica Pirozzi
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Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2009 Let $Z=(X,Y)$ be a planar Brownian motion, $\ZZ$ the filtration it generates, and $B$ a linear Brownian motion in the filtration $\ZZ$. One says that $B$ (or its filtration) is maximal if no other linear $\ZZ$-Brownian motion has a filtration strictly bigger than that of $B$.
Brossard, Jean +2 more
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Hydrothermal analysis of magneto hydrodynamic nanofluid flow between two parallel by AGM
Case Studies in Thermal Engineering, 2019 In this paper, heat and mass transfer process of steady nanofluid flow between two parallel plates is investigated in existence of uniform magnetic field.
R. Derakhshan +4 more
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Cluster Analysis on Locally Asymptotically Self-Similar Processes with Known Number of Clusters
Fractal and Fractional, 2022 We conduct cluster analysis of a class of locally asymptotically self-similar stochastic processes with finite covariance structures, which includes Brownian motion, fractional Brownian motion, and multifractional Brownian motion as paradigmatic examples.
Nan Rao, Qidi Peng, Ran Zhao
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Nonlinear Brownian Motion [PDF]
Physics-Uspekhi, 1994 Brownian motion is a familiar classroom demonstration. This phenomenon was discovered as early as 1827 by a British botanist called Robert Brown who was the first to report incessant chaotic movement of pollen particles suspended in liquid.
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Operator Fractional Brownian Motion and Martingale Differences
Abstract and Applied Analysis, 2014 It is well known that martingale difference sequences are very useful in applications and theory. On the other hand, the operator fractional Brownian motion as an extension of the well-known fractional Brownian motion also plays an important role in both
Hongshuai Dai +2 more
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Superstatistical Brownian Motion [PDF]
Progress of Theoretical Physics Supplement, 2006 As a main example for the superstatistics approach, we study a Brownian particle moving in a d-dimensional inhomogeneous environment with macroscopic temperature fluctuations. We discuss the average occupation time of the particle in spatial cells with a given temperature.
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Alexandria Engineering Journal, 2021 Here magnetohydrodynamic (MHD) bioconvection Walter-B nanofluid flow due to stretched sheet is considered. Significance of motile gyrotactic microorganisms and melting phenomena are scrutinized.
T. Hayat +3 more
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The rapid points of a complex oscillation [PDF]
Logical Methods in Computer Science, 2012 By considering a counting-type argument on Brownian sample paths, we prove a result similar to that of Orey and Taylor on the exact Hausdorff dimension of the rapid points of Brownian motion.
Paul Potgieter
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Spurious Brownian Motions [PDF]
Proceedings of the American Mathematical Society, 1986 Spurious Brownian motions are characterized in R d {{\mathbf {R}}^d} , d ⩾ 2 d \geqslant 2 .
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