Results 111 to 120 of about 92,103 (370)

Surfactant‐Enhanced Electrospun Nanofiber Filters for Efficient Viral and Bacterial Inactivation

Journal of Applied Polymer Science, EarlyView.
In this work, electrospun polyacrylonitrile (PAN) nanofibrous filters functionalized with surfactants (CTAB, CPC, and SDS) were developed for air filtration applications. The PAN nanofiber mats enable efficient particulate matter capture while simultaneously providing antimicrobial and antiviral activity against bacteria (E. coli and S.
Edilton N. da Silva, Paulo A. M. Chagas, Gustavo C. da Mata, Felipe A. Lima, Fabiana B. Furtado, Wanderley P. de Oliveira, Rejane M. T. Grotto, Clovis W. O. de Souza, Mônica L. Aguiar, Vádila G. Guerra   +9 more
wiley   +1 more source

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
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But how does it smell? An investigation of olfactory bulb size among living and fossil primates and other euarchontoglirans

The Anatomical Record, EarlyView.
Analysis of cranial endocast data of 181 extant and 41 fossil species from Euarchontoglires shows that there was a reduction in olfactory bulb size in Crown Primates, but that there were also subsequent reductions in various other primate clades (Anthropoidea, Catarrhini, Platyrrhini, crown Cercopithecoidea, Hominoidea).
Madlen Maryanna Lang, Mary Teresa Silcox, Łucja Fostowicz‐Frelik, Adam Lis, Sergi López‐Torres, Gabriela San Martin‐Flores, Ornella C. Bertrand   +6 more
wiley   +1 more source

Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps

Advances in Differential Equations, 2019
By using stochastic analysis, fractional analysis, compact semigroups and the Schauder fixed-point theorem, we discuss the approximate boundary controllability of a nonlocal Hilfer fractional stochastic differential system with fractional Brownian motion
H. Ahmed, M. El-Borai, M. E. Ramadan
semanticscholar   +1 more source

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

Sub-fractional Brownian motion and its relation to occupation times [PDF]

We study a long-range dependence Gaussian process which we call “sub-fractional Brownian motion” (sub-fBm), because it is intermediate between Brownian motion (Bm) and fractional Brownian motion (fBm) in the sense that it has properties analogous to ...
Anna Talarczyk, Luis G. Gorostiza, Tomasz Bojdecki   +2 more
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A Review on Quantitative Process Analytical Technology for Continuous Downstream Processing of Monoclonal Antibodies

Biotechnology and Bioengineering, EarlyView.
ABSTRACT The competition in the biopharmaceutical market is increasing due to the market entry of biosimilars and rising costs in research and development of new drugs. Hence, continuous manufacturing gained significant attention due to its potential in reducing production cycle times and costs, as well as the possibility of real‐time release testing ...
Mariana Carvalho, Ana Cruz, Cees Haringa, Marcel Ottens, Marieke Klijn   +4 more
wiley   +1 more source

Playing with fire? A mean‐field game analysis of fire sales and systemic risk under regulatory capital constraints

Canadian Journal of Statistics, EarlyView.
Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley   +1 more source

Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion

Journal of Differential Equations, 2022
Guangjun Shen, Jie Xiang, Jiang-Lun Wu
semanticscholar   +1 more source

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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