Results 71 to 80 of about 63,354 (312)
Frequency–frequency correlations of single-trajectory spectral densities of Gaussian processes
New Journal of Physics, 2022 We investigate the stochastic behavior of the single-trajectory spectral density $S(\omega ,\mathcal{T})$ of several Gaussian stochastic processes, i.e., Brownian motion, the Ornstein–Uhlenbeck process, the Brownian gyrator model and fractional Brownian ...
Alessio Squarcini +4 more
doaj +1 more source
Functionals of exponential Brownian motion and divided differences
, 2011 We provide a surprising new application of classical approximation theory to a fundamental asset-pricing model of mathematical finance. Specifically, we calculate an analytic value for the correlation coefficient between exponential Brownian motion and ...
R. Brummelhuis +6 more
core +1 more source
Boundary-crossing identities for diffusions having the time-inversion property [PDF]
, 2010 We review and study a one-parameter family of functional transformations, denoted by (S (β)) β∈ℝ, which, in the case ...
Alili, L. +3 more
core +1 more source
Advanced Photonics Research, Volume 6, Issue 5, May 2025.Microfabrication using nano‐ to micron‐sized blocks has transformative potential for next‐gen electronics, optoelectronics, and materials. Traditional methods are limited by scalability and precision. STIC, a single‐laser system for precise colloid manipulation and immobilization using femtosecond lasers, is introduced that enables efficient 3D ...
Krishangi Krishna +4 more
wiley +1 more source
Fractional Brownian Motions [PDF]
Acta Physica Polonica B, 2020 Properties of different models of fractional Brownian motions are discussed in detail. We shall collect here several possible ways of introducing and defining various possible fBms, discuss their properties, find how they are similar, and how they differ.
openaire +2 more sources
Modulus‐Switchable Miniature Robots for Biomedical Applications: A Review
Advanced Robotics Research, EarlyView.Materials, robot designs, proof‐of‐concept functions, and biomedical applications of modulus‐switchable miniature robots. Miniature soft robots have shown great potential in biomedical applications due to their excellent controllability and suitable mechanical properties in biological environments.
Chunyun Wei, Yibin Wang, Jiangfan Yu
wiley +1 more source
Consistent families of Brownian motions and stochastic flows of kernels [PDF]
, 2009 Consider the following mechanism for the random evolution of a distribution of mass on the integer lattice Z. At unit rate, independently for each site, the mass at the site is split into two parts by choosing a random proportion distributed according
Warren, Jon, Howitt, Chris
core +1 more source
Information Transmission Strategies for Self‐Organized Robotic Aggregation
Advanced Robotics Research, EarlyView.In this review, we discuss how information transmission influences the neighbor‐based self‐organized aggregation of swarm robots. We focus specifically on local interactions regarding information transfer and categorize previous studies based on the functions of the information exchanged.
Shu Leng +5 more
wiley +1 more source
Frontiers in Applied Mathematics and StatisticsThis research is devoted to studying a geometric Brownian motion with drift switching driven by a 2 × 2 Markov chain. A discrete-time multiplicative approximation scheme was developed, and its convergence in Skorokhod topology to the continuous-time ...
Vitaliy Golomoziy +2 more
doaj +1 more source
A group action on increasing sequences of set-indexed Brownian motions
Modern Stochastics: Theory and Applications, 2015 We prove that a square-integrable set-indexed stochastic process is a set-indexed Brownian motion if and only if its projection on all the strictly increasing continuous sequences are one-parameter G-time-changed Brownian motions.
Arthur Yosef
doaj +1 more source