Results 111 to 120 of about 34,973 (262)

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

Production and Purification of Mesenchymal Stem Cell‐Derived Extracellular Vesicles Using Preferential Exclusion Chromatography

ELECTROPHORESIS, EarlyView.
A scalable purification strategy using hydroxyl (OH) monolithic chromatography enables efficient isolation and direct concentration of MSC‐EVs from adherent and microcarrier‐based upstreams. This approach supports process scale‐up while ensuring high purity suitable for therapeutic EV manufacturing.
Katja Vrabec, Andrej Raspor, Darja Božič, Nastja Bizjak Ternik, Ana Železnik, Valentina Novak, Ivana Petrović Koshmak, Maja Leskovec, Aleš Štrancar   +8 more
wiley   +1 more source

Option Pricing in a Fractional Brownian Motion Environment [PDF]

The purpose of this paper is to obtain a fractional Black-Scholes formula for the price of an option for every t in [0,T], a fractional Black-Scholes equation and a risk-neutral valuation theorem if the underlying is driven by a fractional Brownian ...
Cipian Necula
core  

Nanomaterials and Eco‐Friendly Refrigerants in Vapor Compression System: A Review of Performance and Sustainability

Energy Science &Engineering, EarlyView.
This review highlights how nano oils and eco‐friendly nano refrigerants enhance energy‐efficient refrigeration by improving thermal conductivity, lubrication, and system performance. The integration of rheological and tribological testing confirms reduced compressor work, better heat transfer, and higher COP using sustainable, low‐GWP refrigerants for ...
Mohammed Dilawar, Bisma Ali, Turali Narayana, Mohammad Reza Chalak Qazani, Rehan Khan, Adnan Qayoum, Tabrez Qureshi, Mohd Mujtaba Ahmed   +7 more
wiley   +1 more source

Describing and Modeling Rough Composites Surfaces by Using Topological Data Analysis and Fractional Brownian Motion. [PDF]

Polymers (Basel), 2023
Runacher A, Kazemzadeh-Parsi MJ, Di Lorenzo D, Champaney V, Hascoet N, Ammar A, Chinesta F.   +6 more
europepmc   +1 more source

Unraveling the Dynamics of Oxytocin in Hypothalamic Neurons. [PDF]

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Oxytocin (OT) plays an important role in regulating social behavior, and dysregulation of the oxytocinergic system leads to social impairments, such as autism spectrum disorder. Central OT release is poorly understood. Using live‐cell imaging to track vesicle trajectories, combined with machine learning‐based classification, the analysis reveals ...
Aznar-Escolano B, Egorova V, Villanueva J, Gutiérrez LM, González-Vélez V, Gil A, Jurado S.   +6 more
europepmc   +2 more sources

Comparative Experimental Efficiency of Solar Water Heating Systems With Enhanced Thermal Performance: A Review

Energy Science &Engineering, EarlyView.
This review presents a comparative analysis of experimental studies aimed at improving the thermal efficiency of solar water heating (SWH) systems. Various enhancement techniques, including nanofluids, phase change materials, optimized collector designs, and hybrid photovoltaic–thermal systems, are evaluated based on their impact on system performance ...
Oluwaseyi O. Alabi, Oluwatoyin J. Gbadeyan, Oludolapo A. Olanrewaju   +2 more
wiley   +1 more source

The Existence, Uniqueness, and Controllability of Neutral Stochastic Delay Partial Differential Equations Driven by Standard Brownian Motion and Fractional Brownian Motion

Discrete Dynamics in Nature and Society, 2018
We focus on a class of neutral stochastic delay partial differential equations perturbed by a standard Brownian motion and a fractional Brownian motion.
Dehao Ruan, Jiaowan Luo
doaj   +1 more source

Existence and exponential stability in the pth moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion

Journal of Inequalities and Applications, 2019
This paper consider the existence, uniqueness and exponential stability in the pth moment of mild solution for impulsive neutral stochastic integro-differential equations driven simultaneously by fractional Brownian motion and by standard Brownian motion.
Xia Zhou, Dongpeng Zhou, Shouming Zhong
doaj   +1 more source

The Fokker-Planck equation of the superstatistical fractional Brownian motion with application to passive tracers inside cytoplasm. [PDF]

R Soc Open Sci, 2022
Runfola C, Vitali S, Pagnini G.
europepmc   +1 more source