Results 91 to 100 of about 3,960 (256)

Derivative of the expected supremum of fractional Brownian motion at H = 1. [PDF]

Queueing Syst, 2022
Bisewski K, Dȩbicki K, Rolski T.
europepmc   +1 more source

One‐Step Synthesis of Si–Graphene Heterostructures via in‐Flight Gas‐Phase Mixing for High‐Capacity Silicon‐Rich Anodes

ENERGY &ENVIRONMENTAL MATERIALS, EarlyView.
A one‐step gas‐phase synthesis directly assembles amorphous Si nanoparticles with few‐layer graphene heterostructures via in‐flight mixing. Compositions with only 15 wt.% FLG deliver ~2800 mAh g−1 (Si + FLG) at 0.05 C and retain ~1400 mAh g−1 after 100 cycles at a high cycling rate of 1 C, enabled by a percolated, strain‐buffering graphene network that
Muhammad Ali, Mukarram Ali, Yasaman Jarrahizadeh, Axel Lorke, Michael A. Pope, Hartmut Wiggers   +5 more
wiley   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Exponential Stability of Higher Order Fractional Neutral Stochastic Differential Equation Via Integral Contractors

Mathematical Methods in the Applied Sciences, Volume 48, Issue 6, Page 6425-6446, April 2025.
ABSTRACT The well‐posedness results for mild solutions to the fractional neutral stochastic differential system with Rosenblatt process with Hurst index Ĥ∈12,1$$ \hat{H}\in \left(\frac{1}{2},1\right) $$ is discussed in this article. To demonstrate the results, the concept of bounded integral contractors is combined with the stochastic result and ...
Dimplekumar N. Chalishajar, Dhanalakshmi Kasinathan, Ramkumar Kasinathan, Ravikumar Kasinathan   +3 more
wiley   +1 more source

The Existence, Uniqueness, and Controllability of Neutral Stochastic Delay Partial Differential Equations Driven by Standard Brownian Motion and Fractional Brownian Motion

Discrete Dynamics in Nature and Society, 2018
We focus on a class of neutral stochastic delay partial differential equations perturbed by a standard Brownian motion and a fractional Brownian motion.
Dehao Ruan, Jiaowan Luo
doaj   +1 more source

Describing and Modeling Rough Composites Surfaces by Using Topological Data Analysis and Fractional Brownian Motion. [PDF]

Polymers (Basel), 2023
Runacher A, Kazemzadeh-Parsi MJ, Di Lorenzo D, Champaney V, Hascoet N, Ammar A, Chinesta F.   +6 more
europepmc   +1 more source

Unveiling New Perspectives on the Hirota–Maccari System With Multiplicative White Noise

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT In this study, we delve into the stochastic Hirota–Maccari system, which is subjected to multiplicative noise according to the Itô sense. The stochastic Hirota–Maccari system is significant for its ability to accurately model how stochastic affects nonlinear wave propagation, providing valuable insights into complex systems like fluid dynamics
Mohamed E. M. Alngar, Khaled A. Gepreel, Reham M. A. Shohib, Yakup Yildirim   +3 more
wiley   +1 more source

Enhanced Thermal and Mass Diffusion in Maxwell Nanofluid: A Fractional Brownian Motion Model

Fractal and Fractional
This paper introduces fractional Brownian motion into the study of Maxwell nanofluids over a stretching surface. Nonlinear coupled spatial fractional-order energy and mass equations are established and solved numerically by the finite difference method ...
Ming Shen, Yihong Liu, Qingan Yin, Hongmei Zhang, Hui Chen   +4 more
doaj   +1 more source

Existence and exponential stability in the pth moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion

Journal of Inequalities and Applications, 2019
This paper consider the existence, uniqueness and exponential stability in the pth moment of mild solution for impulsive neutral stochastic integro-differential equations driven simultaneously by fractional Brownian motion and by standard Brownian motion.
Xia Zhou, Dongpeng Zhou, Shouming Zhong
doaj   +1 more source

Spherical and Hyperbolic Fractional Brownian Motion

Electronic Communications in Probability, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +3 more sources