Results 91 to 100 of about 34,973 (262)

Winding number of fractional Brownian motion [PDF]

Journal of Physics A: Mathematical and Theoretical, 2008
We find the exact winding number distribution of Riemann-Liouville fractional Brownian motion for large times in two dimensions using the propagator of a free particle. The distribution is similar to the Brownian motion case and it is of Cauchy type.
openaire   +2 more sources

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, Victoria Zinde-Walsh   +1 more
core  

The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment

Discrete Dynamics in Nature and Society, 2015
Under the assumption of the stock price, interest rate, and default intensity obeying the stochastic differential equation driven by fractional Brownian motion, the jump-diffusion model is established for the financial market in fractional Brownian ...
Chao Wang, Shengwu Zhou, Jingyuan Yang
doaj   +1 more source

Impact of Cattaneo–Christov Heat and Mass Flux on MHD Hybrid Nanofluid Flow Over an Extending Surface With Convective and Mass Flux Effects

Asia-Pacific Journal of Chemical Engineering, EarlyView.
ABSTRACT This study investigates the flow of a magnetized hybrid nanofluid over a permeable stretching surface. The mass and thermal transport within the system is regulated using the Cattaneo–Christov flux theory. The fluid is additionally subjected to thermophoresis, chemical reaction, Brownian motion, and activation energy effects.
Ebrahem A. Algehyne, Abdul Bariq, Mounirah Areshi, Fahad Maqbul Alamrani, Zehba Raizah, Izharul Haq, Anwar Saeed   +6 more
wiley   +1 more source

Hoja browniana fraccional Fractional Brownian Sheet

Revista Colombiana de Estadística, 2005
Se presenta la hoja browniana fraccional (hBf) o movimiento browniano fraccional en dos parámetros y algunas de sus propiedades importantes como son la autosimilaridad y la estacionaridad de los incrementos.
LILIANA BLANCO CASTAÑEDA, JOHANNA GARZÓN MERCHÁN   +1 more
doaj  

Averaged Systems of Stochastic Differential Equations with Lévy Noise and Fractional Brownian Motion

Fractal and Fractional
In some problems, partial differential equations are reduced to ordinary differential equations. In special cases, when incorporating randomness, equations can be reduced to systems of stochastic differential Equations (SDEs).
Tayeb Blouhi, Hussien Albala, Fatima Zohra Ladrani, Amin Benaissa Cherif, Abdelkader Moumen, Khaled Zennir, Keltoum Bouhali   +6 more
doaj   +1 more source

Experimental Study on the Enhancement of Heat Transfer Performance in Sintered‐Core Heat Pipes Using CuO Nanofluid

Asia-Pacific Journal of Chemical Engineering, EarlyView.
ABSTRACT This study presents the design and construction of an experimental system for evaluating the thermal performance of heat pipes, using sintered‐wick heat pipes charged with CuO nanofluids. The device used in this study is a sintered‐wick heat pipe, in which the liquid return is driven by capillary forces within the porous wick structure.
Dawei Yan, Kaiyu Dong, Sisi Yao, Lei Gao, Weijie Sun, Qian Zhou, Zixi Yu, Shuang Wang   +7 more
wiley   +1 more source

FRACTIONAL BROWNIAN SHEET HOJA BROWNIANA FRACCIONAL

Revista Colombiana de Estadística, 2005
Fractional brownian sheet or two parameter fractional brownian motion and some important properties with selfsimilar and stationary increments are presented.
Blanco Castañeda Liliana, Garzón Merchán Johanna   +1 more
doaj  

Entropic Approach to the Detection of Crucial Events

Entropy, 2019
In this paper, we establish a clear distinction between two processes yielding anomalous diffusion and 1 / f noise. The first process is called Stationary Fractional Brownian Motion (SFBM) and is characterized by the use of stationary correlation
Garland Culbreth, Bruce J. West, Paolo Grigolini   +2 more
doaj   +1 more source

Stability of a Class of Impulsive Neutral Stochastic Functional Partial Differential Equations

Discrete Dynamics in Nature and Society, 2020
In this paper, a class of impulsive neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion is investigated.
Yue Liu, Dehao Ruan
doaj   +1 more source