Results 31 to 40 of about 1,696,206 (346)
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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The flashing Brownian ratchet and Parrondo’s paradox [PDF]
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
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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A promising new energy source: The Brownian motion of nanoresonator arrays
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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Brownian Motions of Ellipsoids [PDF]
The object of this paper is to provide an elementary treatment (involving no differential geometry) of Brownian motions of ellipsoids, and, in particular, of some remarkable results first obtained by Dynkin. The canonical right-invariant Brownian motion G = { G ( t ) } G = \{ G(t)\}
James Norris+2 more
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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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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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Brownian Motion and Stochastic Calculus
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
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重分数布朗运动的列维连续模(Lévy's moduli of continuity of multifractional Brownian motion)
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)
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Brownian motion and magnetism [PDF]
Published
Sinha, Supurna, Samuel, Joseph
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