Results 121 to 130 of about 37,974 (331)

Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion [PDF]

, 2007
Allan Sly
openalex   +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

Post‐Additional Proteins into Rubber Matrices Behave as Filler to Reinforce Rubber

Macromolecular Materials and Engineering, EarlyView.
The post‐additional proteins exhibit a reinforcement effect regardless of the origin of the rubber. The proteins are lyophilized to obtain a powder, which is then incorporated into the rubber matrices using a solution‐mixing process. These findings suggest that protein can function as a reinforcing filler depending on the rubber preparation process ...
Yui Tsuji, Takato Matsui, Takuma Aoyama, Kayo Terada, Hiroyasu Masunaga, Kenji Urayama, Keiji Numata   +6 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

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

Pricing equity warrants under the sub-mixed fractional Brownian motion regime with stochastic interest rate

, 2022
Xinyi Wang, Jingshen Wang, Zhidong Guo
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Mixed sub-fractional Brownian motion [PDF]

Random Operators and Stochastic Equations, 2014
Abstract A new extension of the sub-fractional Brownian motion, and thus of the Brownian motion, is introduced. It is a linear combination of a finite number of sub-fractional Brownian motions, that we have chosen to call the mixed sub-fractional Brownian motion.
openaire   +2 more sources

Interfacial Energy and Composition Controlled Self‐Stratification in Polyurethane Coatings

Macromolecular Materials and Engineering, EarlyView.
This study elucidates self‐stratification in polyurethane coatings driven by interfacial energies and composition‐dependent phase separation. Using XPS, SIMS, and Raman analyses, we reveal rapid formation of hydrophobic and hydrophilic layers and substrate‐dependent interfacial structures.
Gaurav Singhal, Lihong Lao, Michaeleen L. Pacholski, Harshad Shah, Junsi Gu, Bryan Caruso, Fabio Aguirre‐Vargas, Piyush Singh, Kshitish A. Patankar, Simon A. Rogers, Charles M. Schroeder, Paul V. Braun   +11 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

Dynamic mosaicking: combining A* algorithm with fractional Brownian motion for an optimal seamline detection [PDF]

, 2020
Saadeddine Laaroussi, Aziz Baataoui, Akram Halli, Khalid Satori   +3 more
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