Results 121 to 130 of about 243,967 (218)

Mixed Sub-Fractional Brownian Motion [PDF]

arXiv, 2013
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.
arxiv  

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

Predicting the distribution of serotonergic axons: a supercomputing simulation of reflected fractional Brownian motion in a 3D-mouse brain model. [PDF]

Front Comput Neurosci, 2023
Janušonis S, Haiman JH, Metzler R, Vojta T.   +3 more
europepmc   +1 more source

Convergence to Weighted Fractional Brownian Sheets [PDF]

arXiv, 2008
We define weighted fractional Brownian sheets, which are a class of Gaussian random fields with four parameters that include fractional Brownian sheets as special cases, and we give some of their properties. We show that for certain values of the parameters the weighted fractional Brownian sheets are obtained as limits in law of occupation time ...
arxiv  

The Mandelbrot-van Ness fractional Brownian motion is infinitely differentiable with respect to its Hurst parameter

Discrete & Continuous Dynamical Systems - B, 2019
We study the Mandelbrot-van Ness representation of fractional Brownian motion \begin{document}$ B^H = (B^H_t)_{t \geq 0} $\end{document} with Hurst parameter \begin{document}$ H \in (0,1) $\end{document} and show that for arbitrary fixed \begin{document}$
Stefan Koch, A. Neuenkirch
semanticscholar   +1 more source

Degradation Trend Prognostics for Rolling Bearing Using Improved R/S Statistic Model and Fractional Brownian Motion Approach

IEEE Access, 2018
Fractional order characteristics (FOCs) have been shown to be useful in the predict degradation trend of rotating machinery. In this paper, a novel prognostics methodology based on improved R/S statistic and fractional Brownian motion (FBM) for rolling ...
Qing Li, S. Liang
semanticscholar   +1 more source

Enhanced Thermal and Mass Diffusion in Maxwell Nanofluid: A Fractional Brownian Motion Model

Fractal and Fractional
This paper introduces fractional Brownian motion into the study of Maxwell nanofluids over a stretching surface. Nonlinear coupled spatial fractional-order energy and mass equations are established and solved numerically by the finite difference method ...
Ming Shen, Yihong Liu, Qingan Yin, Hongmei Zhang, Hui Chen   +4 more
doaj   +1 more source

Brownian motion effects on analytical solutions of a fractional-space long–short-wave interaction with conformable derivative

Results in Physics, 2022
In this article, we consider the stochastic fractional-space long–short-wave interaction system (SFS-LSWIs) forced by multiplicative Brownian motion. To obtain a new exact stochastic fractional-space solutions, we apply two different methods such as sin ...
Wael W. Mohammed, Naveed Iqbal, Abeer M. Albalahi, A.E. Abouelregal, D. Atta, H. Ahmed, M. El-Morshedy   +6 more
doaj  

Fractional Brownian motion with fluctuating diffusivities

Physical Review E
11 pages, 3 ...
Adrian Pacheco-Pozo, Diego Krapf
openaire   +3 more sources