Results 121 to 130 of about 92,103 (370)
A priori bounds for the generalised parabolic Anderson model
Communications on Pure and Applied Mathematics, EarlyView.Abstract We show a priori bounds for solutions to (∂t−Δ)u=σ(u)ξ$(\partial _t - \Delta) u = \sigma (u) \xi$ in finite volume in the framework of Hairer's Regularity Structures [Invent Math 198:269–504, 2014]. We assume σ∈Cb2(R)$\sigma \in C_b^2 (\mathbb {R})$ and that ξ$\xi$ is of negative Hölder regularity of order −1−κ$- 1 - \kappa$ where κ<κ¯$\kappa <
Ajay Chandra +2 more
wiley +1 more source
The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment
Discrete Dynamics in Nature and Society, 2015 Under the assumption of the stock price, interest rate, and default intensity obeying the stochastic differential equation driven by fractional Brownian motion, the jump-diffusion model is established for the financial market in fractional Brownian ...
Chao Wang, Shengwu Zhou, Jingyuan Yang
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RANDOM WALKS AND FRACTAL STRUCTURES IN AGRICULTURAL COMMODITY FUTURES PRICES [PDF]
This paper investigates whether the assumption of Brownian motion often used to describe commodity price movements is satisfied. Using historical data from 17 commodity futures contracts specific tests of fractional and ordinary Brownian motion are ...
Turvey, Calum G.
core +1 more source
Fourier Mass Lower Bounds for Batchelor‐Regime Passive Scalars
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT Batchelor predicted that a passive scalar ψν$\psi ^\nu$ with diffusivity ν$\nu$, advected by a smooth fluid velocity, should typically have Fourier mass distributed as |ψ̂ν|2(k)≈|k|−d$|\widehat{\psi }^\nu |^2(k) \approx |k|^{-d}$ for |k|≪ν−1/2$|k| \ll \nu ^{-1/2}$.
William Cooperman, Keefer Rowan
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
Membrane Engineering for Battery Systems: Bridging Design Principles and Frontier Applications
ENERGY &ENVIRONMENTAL MATERIALS, EarlyView.The review emphasizes membrane separators' role in battery performance and safety, covering redox flow, lithium‐ion, and solid‐state batteries. It reviews advances in membrane materials (e.g., polymer electrolytes, hybrid composites) and ion transport mechanisms, while addressing challenges like dendrite growth and crossover losses.
Xiaoqun Zhou +3 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
Averaged Systems of Stochastic Differential Equations with Lévy Noise and Fractional Brownian Motion
Fractal and FractionalIn some problems, partial differential equations are reduced to ordinary differential equations. In special cases, when incorporating randomness, equations can be reduced to systems of stochastic differential Equations (SDEs).
Tayeb Blouhi +6 more
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European Option Pricing under Sub-Fractional Brownian Motion Regime in Discrete Time [PDF]
, 2023 Zhidong Guo, Yang Liu, Linsong Dai
openalex +1 more source