Results 101 to 110 of about 37,974 (331)
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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A simple construction of the fractional Brownian motion
Stochastic Processes and their Applications, 2004 15 pages, 3 ...
openaire +3 more sources
ENERGY &ENVIRONMENTAL MATERIALS, EarlyView.This study develops eco‐friendly two‐dimensional nanoparticle‐enhanced phase change materials (2D NePCMs) using biodegradable beeswax infused with rGO, GO, and MXene nanoparticles. Experimental results demonstrated up to 21.9% enhancement in thermal conductivity with minimal latent heat loss, while machine learning models achieved >95% predictive ...
Abdullah Aziz +3 more
wiley +1 more source
Measuring Bending Rigidity and Compression Resistance in Pickering Layers
European Journal of Lipid Science and Technology, EarlyView.This graphical abstract presents the mechanical response of Pickering layers of polystyrene beads (PBs) and clay particles (CPs) under compression. PBs exhibit buckling at 40–70 mN/m, whereas CPs show no buckling. Experimental force–compression curves highlight distinct deformation behaviors, and deviations in bending rigidity emphasize interparticle ...
Negar Azizi +4 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
doaj
Distribution dependent SDEs driven by additive fractional Brownian motion [PDF]
, 2022 Lucio Galeati +2 more
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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)
openaire +4 more sources
Food Frontiers, EarlyView.It provides a conceeptual framework of the core components required for w/o PE development and various internal and external factors determining the emulsion stabilization. It also emphasizes the emerging application of w/o PE in diverse industrial use such as encapsulation and delivery, packaging, food, biomedical, etc.
Bibha Mishra A., Vidisha Tomer
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 +1 more
doaj
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