Results 31 to 40 of about 63,354 (312)
Müntz linear transforms of Brownian motion [PDF]
, 2014 We consider a class of Volterra linear transforms of Brownian motion associated to a sequence of Müntz Gaussian spaces and determine explicitly their kernels; the kernels take a simple form when expressed in terms of Müntz-Legendre polynomials. These are
Wu, Ching-Tang, Alili, Larbi
core +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
Exact distributions of the maximum and range of random diffusivity processes
New Journal of Physics, 2021 We study the extremal properties of a stochastic process x _t defined by the Langevin equation ${\dot {x}}_{t}=\sqrt{2{D}_{t}}\enspace {\xi }_{t}$ , in which ξ _t is a Gaussian white noise with zero mean and D _t is a stochastic ‘diffusivity’, defined as
Denis S Grebenkov +4 more
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
Confidence bands for Brownian motion and applications to Monte Carlo simulation [PDF]
, 2006 Minimal area regions are constructed for Brownian paths and perturbed Brownian paths. While the theoretical optimal region cannot be obtained in closed form, we provide practical confidence regions based on numerical approximations and local time ...
W. S. Kendall +6 more
core +1 more source
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
doaj +1 more source
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
doaj +1 more source
Relativistic Brownian motion [PDF]
Physics Reports, 2009 review article, 159 pages, references updated, misprints corrected, App.
Dunkel, Jörn, Hänggi, Peter
openaire +3 more sources