Results 101 to 110 of about 37,570 (330)
Results on the Supremum of Fractional Brownian Motion
Hacettepe Journal of Mathematics and Statistics, 2009 We show that the distribution of the square of the supremum of reflected fractional Brownian motion up to time a, with Hurst parameter-H greater than 1/2, is related to the distribution of its hitting time to level 1, using the self similarity property of fractional Brownian motion.
openaire +6 more sources
Fractional Brownian motion with a reflecting wall
Physical Review E, 2018 6 pages, 6 figures.
Thomas Vojta +3 more
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High‐Throughput Strategies for Streamlining Lipid Nanoparticle Development Pipeline
Advanced Science, EarlyView.This review highlights emerging state‐of‐the‐art high‐throughput strategies for optimising lipid nanoparticle formulation. By integrating combinatorial design, characterization, in vitro/in vivo screening, automation, and machine learning into a closed‐loop framework, it provides a roadmap to streamline discovery and accelerate the translation of ...
Lois Lam +3 more
wiley +1 more source
Design Principles for Deployable Fibers Inspired by Hagfish Defense
Advanced Science, EarlyView.Hagfish slime deploys fibers from coiled skeins to form an ultra‐dilute, water‐trapping network. Inspired by this mechanism, design principles are established for synthetic skeins, fabricated with tightly coiled fibers that unravel under flow. These synthetic skeins demonstrate deployable fibrous networks, highlighting generalizable strategies for ...
Mohammad Tanver Hossain +8 more
wiley +1 more source
RANDOM WALKS AND FRACTAL STRUCTURES IN AGRICULTURAL COMMODITY FUTURES PRICES [PDF]
This paper investigates whether the assumption of Brownian motion often used to describe commodity price movements is satisfied. Using historical data from 17 commodity futures contracts specific tests of fractional and ordinary Brownian motion are ...
Turvey, Calum G.
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Nanoscopic Mapping of the Extracellular Space in Amyloid Plaque‐rich Cortex
Advanced Science, EarlyView.The extracellular space and diffusion around amyloid plaques are examined using shadow imaging and single‐particle tracking. Increased diffusivity is found near plaques, extracellular matrix alterations, and plaque core penetrability that varies with amyloid phenotype.
Juan Estaún‐Panzano +11 more
wiley +1 more source
Benoît Mandelbrot and Fractional Brownian Motion
Statistical Science, 2013 Published in at http://dx.doi.org/10.1214/12-STS389 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org)
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Advanced Energy Materials, EarlyView.Hybrid perovskite solar cells are nearing commercial mass production. Therefore, academic research must tackle the remaining barriers for their large‐scale rollout. One of these is consistent manufacturing yield. Here, evidence is reviewed for the impact of process paramters on perovskite solution processes, finding a great potential for better ...
Simon Ternes +11 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 +1 more
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The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application [PDF]
The paper revisits dynamic term structure models (DTSMs) and proposes a new way in dealing with the limitation of the classical affine models. In particular, this paper expands the flexibility of the DTSMs by applying a fractional Brownian motion as the ...
Frederiksen, Per H., Høg, Espen P.
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