Results 11 to 20 of about 19,837,870 (284)
Discretized Diffusion Processes [PDF]
Physical Review Letters, 2000 4 pages 5 figure, to be published in ...
Ciliberti S. +4 more
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On a symmetrization of diffusion processes [PDF]
Quantitative Finance, 2013 The latter author, together with collaborators, proposed a numerical scheme to calculate the price of barrier options. The scheme is based on a symmetrization of diffusion process. The present paper aims to give a mathematical credit to the use of the numerical scheme for Heston or SABR type stochastic volatility models.
Jiro Akahori, Yuri Imamura
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Controlled diffusion processes [PDF]
Probability Surveys, 2005 This article gives an overview of the developments in controlled diffusion processes, emphasizing key results regarding existence of optimal controls and their characterization via dynamic programming for a variety of cost criteria and structural assumptions.
Borkar, Vivek S.
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DIFFUSION PROCESSES AND COHERENT STATES [PDF]
Modern Physics Letters B, 1994 It is shown that uncertanity relations, as well as coherent and squeezed states, are structural properties of stochastic processes with Fokker–Planck dynamics. The quantum mechanical coherent and squeezed states are explicitly constructed via Nelson stochastic quantization.
DE MARTINO, Salvatore +3 more
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Diffusion-Reorganized Aggregates: Attractors in Diffusion Processes? [PDF]
Physical Review Letters, 2000 4 pages, 5 ...
Marcel Filoche, Bernard Sapoval
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Nanomaterials, 2022 Pseudo-capacitors with electrodes based on polyaniline and vertically aligned multiwalled carbon nanotubes (PANI/VA-MWCNT) composite are studied. Fractional differential models of supercapacitors are briefly discussed.
Igor O. Yavtushenko +4 more
doaj +1 more source
Time-Fractional Phase Field Model of Electrochemical Impedance
Fractal and Fractional, 2021 In this paper, electrochemical impedance responses of subdiffusive phase transition materials are calculated and analyzed for one-dimensional cell with reflecting and absorbing boundary conditions.
Pavel E. L’vov +3 more
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Simple computation of reaction-diffusion processes on point clouds. [PDF]
Proc Natl Acad Sci U S A, 2013 Macdonald CB, Merriman B, Ruuth SJ.
europepmc +2 more sources
Fractal Stochastic Processes on Thin Cantor-Like Sets
Mathematics, 2021 We review the basics of fractal calculus, define fractal Fourier transformation on thin Cantor-like sets and introduce fractal versions of Brownian motion and fractional Brownian motion. Fractional Brownian motion on thin Cantor-like sets is defined with
Alireza Khalili Golmankhaneh +1 more
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Nanomaterials, 2023 Percolative memristive networks based on self-organized ensembles of silver and gold nanoparticles are synthesized and investigated. Using cyclic voltammetry, pulse and step voltage excitations, we study switching between memristive and capacitive states
Renat T. Sibatov +4 more
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