Results 91 to 100 of about 37,974 (331)
Asia-Pacific Journal of Chemical Engineering, EarlyView.ABSTRACT Hybrid nanofluids, known for their superior thermal and electrical conductivity, have demonstrated remarkable potential in enhancing the heat transfer capability of conventional base fluids. This study analyzes the effects of viscous dissipation and heat radiation on two‐dimensional unsteady incompressible squeezing flow transporting hybrid ...
Hajra Batool +3 more
wiley +1 more source
Mathematics, 2020 We introduce three new estimators of the drift parameter of a fractional Ornstein–Uhlenbeck process. These estimators are based on modifications of the least-squares procedure utilizing the explicit formula for the process and covariance structure of a ...
Pavel Kříž, Leszek Szała
doaj +1 more source
Risk preference based option pricing in a fractional Brownian market [PDF]
We focus on a preference based approach when pricing options in a market driven by fractional Brownian motion. Within this framework we derive formulae for fractional European options using the traditional idea of conditional expectation.
Rostek, Stefan, Schöbel, Rainer
core
Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion [PDF]
, 2023 José Alfredo López-Mimbela +1 more
openalex +1 more source
The Anatomical Record, EarlyView.Analysis of cranial endocast data of 181 extant and 41 fossil species from Euarchontoglires shows that there was a reduction in olfactory bulb size in Crown Primates, but that there were also subsequent reductions in various other primate clades (Anthropoidea, Catarrhini, Platyrrhini, crown Cercopithecoidea, Hominoidea).
Madlen Maryanna Lang +6 more
wiley +1 more source
Sub-fractional Brownian motion and its relation to occupation times [PDF]
We study a long-range dependence Gaussian process which we call “sub-fractional Brownian motion” (sub-fBm), because it is intermediate between Brownian motion (Bm) and fractional Brownian motion (fBm) in the sense that it has properties analogous to ...
Anna Talarczyk +2 more
core
Biotechnology and Bioengineering, EarlyView.ABSTRACT The competition in the biopharmaceutical market is increasing due to the market entry of biosimilars and rising costs in research and development of new drugs. Hence, continuous manufacturing gained significant attention due to its potential in reducing production cycle times and costs, as well as the possibility of real‐time release testing ...
Mariana Carvalho +4 more
wiley +1 more source
Fractional Brownian Motion as a Differentiable Generalized Gaussian Process [PDF]
Brownian motion can be characterized as a generalized random process and, as such, has a generalized derivative whose covariance functional is the delta function. In a similar fashion, fractional Brownian motion can be interpreted as a generalized random
Peter C.B. Phillips +1 more
core
Canadian Journal of Statistics, EarlyView.Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley +1 more source
The Depositional Record, EarlyView.X‐ray CT and microscopic analysis of glaciogenic mud provide insight into the deposits of sediment‐laden density flows and reveal that strata comprise two microtextural motifs. The deposits of bottom‐hugging hyperpycnal flows and slope‐failure‐related turbidity currents are characterised by laterally continuous, sharply bounded silt‐rich and clay‐rich ...
Omar N. Al‐Mufti +3 more
wiley +1 more source