Results 91 to 100 of about 92,103 (370)

Optimization of small deviation for mixed fractional Brownian motion with trend

, 2018
In this paper, we investigate two-sided bounds for the small ball probability of a mixed fractional Brownian motion with a general deterministic trend function, in terms of respective small ball probability of a mixed fractional Brownian motion without ...
MacKay, Anne, Melnikov, Alexander, Mishura, Yuliya   +2 more
core   +1 more source

Robotic Materials With Bioinspired Microstructures for High Sensitivity and Fast Actuation

Advanced Science, EarlyView.
In the review paper, design rationale and approaches for bioinspired sensors and actuators in robotics applications are presented. These bioinspired microstructure strategies implemented in both can improve the performance in several ways. Also, recent ideas and innovations that embed robotic materials with logic and computation with it are part of the
Sakshi Sakshi, Rohit Pratyush Behera, Hongyu Zhou, Yifan Wang, Hortense Le Ferrand   +4 more
wiley   +1 more source

Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

, 2008
We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter H>1/2 and a multidimensional ...
David Nualart, Hamadouche D., João Guerra, Kolmogorov A.N., Lyons T., Lyons T., Nualart D., Samko S.G., Skorokhod A.V., Yamada T.   +9 more
core   +2 more sources

A Microfiber‐Reinforced Janus Hydrogel E‐Skin With Recyclable Feature for Multimodal Sensing and Gender‐Specific Physiological Monitoring

Advanced Science, EarlyView.
Hydrogel‐based wearable electronics hold great promise for physiological monitoring in privacy‐sensitive regions. In this study, a polyurethane (PU) microfiber‐reinforced gelatin hydrogel e‐skin is developed, boasting multiple advantages such as ultra‐thinness, high toughness, and long‐term skin conformability.
Yarong Ding, Yufeng Li, Shaozhe Tan, Jiachun Sun, Xu Yang, Xuesi Zhang, Zhenhua Lin, Zhenyu Li, Yue Hao, Yannan Liu, Yingchun Li, Jingjing Chang   +11 more
wiley   +1 more source

Estimation of the Hurst and the stability indices of a $H$-self-similar stable process

, 2017
In this paper we estimate both the Hurst and the stable indices of a H-self-similar stable process. More precisely, let $X$ be a $H$-sssi (self-similar stationary increments) symmetric $\alpha$-stable process. The process $X$ is observed at points $\frac{
Dang, Thi To Nhu, Istas, Jacques
core   +2 more sources

Toward Predictable Nanomedicine: Current Forecasting Frameworks for Nanoparticle–Biology Interactions

Advanced Intelligent Discovery, EarlyView.
Predictive models successfully screen nanoparticles for toxicity and cellular uptake. Yet, complex biological dynamics and sparse, nonstandardized data limit their accuracy. The field urgently needs integrated artificial intelligence/machine learning, systems biology, and open‐access data protocols to bridge the gap between materials science and safe ...
Mariya L. Ivanova, Michael Nicholls, Nicola Russo, Gueorgui Mihaylov, Konstantin Nikolic   +4 more
wiley   +1 more source

Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion

Journal of Applied Mathematics, 2013
Geometric-average Asian option pricing model with monotonous transaction cost rate under fractional Brownian motion was established. The method of partial differential equations was used to solve this model and the analytical expressions of the Asian ...
Di Pan, Shengwu Zhou, Yan Zhang, Miao Han   +3 more
doaj   +1 more source

Super Fractional Brownian Motion, Fractional Super Brownian Motion and Related Self-Similar (Super) Processes [PDF]

The Annals of Probability, 1991
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Adler, R. J., Samorodnitsky, G.
openaire   +2 more sources

Nonparametric Regression with Subfractional Brownian Motion via Malliavin Calculus

Abstract and Applied Analysis, 2014
We study the asymptotic behavior of the sequence Sn=∑i=0n-1K(nαSiH1)(Si+1H2-SiH2), as n tends to infinity, where SH1 and SH2 are two independent subfractional Brownian motions with indices H1 and H2, respectively. K is a kernel function and the bandwidth
Yuquan Cang, Junfeng Liu, Yan Zhang
doaj   +1 more source

Sample Paths Estimates for Stochastic Fast-Slow Systems Driven by Fractional Brownian Motion [PDF]

Journal of statistical physics, 2019
We analyze the effect of additive fractional noise with Hurst parameter $$H > {1}/{2}$$ H > 1 / 2 on fast-slow systems. Our strategy is based on sample paths estimates, similar to the approach by Berglund and Gentz in the Brownian motion case.
Katharina Eichinger, C. Kuehn, Alexandra Neamţu   +2 more
semanticscholar   +1 more source