Results 101 to 110 of about 1,381,228 (303)

MHD Maxwell Hybrid Nanofluid Transport Featuring Solar Radiation and Thermo‐Diffusive Impacts Over a Permeable Slanted Stretching Sheet

Asia-Pacific Journal of Chemical Engineering, EarlyView.
ABSTRACT Hybrid nanofluids have emerged as next‐generation working fluids for advanced engineering application due to their superior heat transport capability in relation to the conventional nanofluids. Motivated by the rising demand for accurate prediction of transport phenomena under realistic operating situations, the present study examines the ...
B. Prabhakar Reddy, Swatmaram, Jumanne Mng'ang'a, Jason M. Mkenyeleye   +3 more
wiley   +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

Pricing European and Barrier Options in the Fractional Black-Scholes Market [PDF]

The aim of this paper is to obtain the valuation formulas for European and barrier options if the underlying of the option contract is supposed to be driven by a fractional Brownian motion with Hurst parameter greater than 0.5.
Ciprian Necula
core  

Lacunary Fractional brownian Motion [PDF]

, 2012
International audienceIn this paper, a new class of Gaussian field is introduced called Lacunary Fractional Brownian Motion. Surprisingly we show that usually their tangent fields are not unique at every point.
Marianne Clausel, Clausel, Marianne
core   +1 more source

Computational Role in Thermal Engineering and Chemical Analytics During the Rotating Disk of Generalized Williamson Viscosity and Thermal Conductivity

Advanced Physics Research, EarlyView.
The schematic diagram shows the flow configuration of the model. The swirling flow of shear‐thinning materials is significantly investigated under the influence of mixed convection. In addition, heat and mass transfer flow characteristics along with gyrotactic microorganisms is also investigated. ABSTRACT Thermal conductivity, temperature gradient, and
Latif Ahmad, Hafiz Ur Rahman, Umair Khan, Syed Modassir Hussain   +3 more
wiley   +1 more source

Asymptotic Controllability of Coupled Fractional Stochastic Sobolev-Type Systems with a Nonlocal Condition

Fractal and Fractional
This paper discusses the asymptotic controllability of fractional-order Sobolev-type perturbed stochastic control systems with Brownian motion and nonlocal fractional-order Sobolev stochastic conditions.
Tayeb Blouhi, Hussien Albala, Fatima Zohra Ladrani, Amin Benaissa Cherif, Abdelkader Moumen, Khaled Zennir, Keltoum Bouhali   +6 more
doaj   +1 more source

A Framework for Derivative Pricing in the Fractional Black-Scholes Market [PDF]

The aim of this paper is to develop a framework for evaluating derivatives if the underlying of the derivative contract is supposed to be driven by a fractional Brownian motion with Hurst parameter greater than 0.5.
Ciprian Necula
core  

Optimized Wavy Thermal Radiative Analysis of Electrochemically Ternary Hybrid Nanomaterials Affected by an Induced Magnetic Force: An ANN‐Based Levenberg–Marquardt Backpropagation Approach

Advanced Physics Research, EarlyView.
This diagram illustrates the wavy flow configuration of the model in a Cartesian coordinate system. It represents the heat and mass transfer characteristics of ternary hybrid nanofluids over a vertically wavy surface in the presence of an induced magnetic field and double‐diffusive mixed convection.
Latif Ahmad, Saleem Javed, Umair Khan, Muhammad Iqbal, Syed Modassir Hussain   +4 more
wiley   +1 more source

Pricing of Equity Indexed Annuity under Fractional Brownian Motion Model

Abstract and Applied Analysis, 2014
Fractional Brownian motion with Hurst exponent H∈(1/2,1) is a good candidate for modeling financial time series with long-range dependence and self-similarity.
Lin Xu, Guangjun Shen, Dingjun Yao
doaj   +1 more source

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