Results 131 to 140 of about 92,103 (370)
This study develops eco‐friendly two‐dimensional nanoparticle‐enhanced phase change materials (2D NePCMs) using biodegradable beeswax infused with rGO, GO, and MXene nanoparticles. Experimental results demonstrated up to 21.9% enhancement in thermal conductivity with minimal latent heat loss, while machine learning models achieved >95% predictive ...
Abdullah Aziz +3 more
wiley +1 more source
Entropic Approach to the Detection of Crucial Events
In this paper, we establish a clear distinction between two processes yielding anomalous diffusion and 1 / f noise. The first process is called Stationary Fractional Brownian Motion (SFBM) and is characterized by the use of stationary correlation
Garland Culbreth +2 more
doaj +1 more source
Stability of a Class of Impulsive Neutral Stochastic Functional Partial Differential Equations
In this paper, a class of impulsive neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion is investigated.
Yue Liu, Dehao Ruan
doaj +1 more source
Derivative of the expected supremum of fractional Brownian motion at H = 1. [PDF]
Bisewski K, Dȩbicki K, Rolski T.
europepmc +1 more source
High-frequency trading with fractional Brownian motion
In the high-frequency limit, conditionally expected increments of fractional Brownian motion converge to a white noise, shedding their dependence on the path history and the forecasting horizon and making dynamic optimisation problems tractable.
P. Guasoni, Y. Mishura, M. Rásonyi
semanticscholar +1 more source
Benoît Mandelbrot and Fractional Brownian Motion
Published in at http://dx.doi.org/10.1214/12-STS389 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org)
openaire +4 more sources
Nonlinear Filtering with Fractional Brownian Motion [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
It provides a conceeptual framework of the core components required for w/o PE development and various internal and external factors determining the emulsion stabilization. It also emphasizes the emerging application of w/o PE in diverse industrial use such as encapsulation and delivery, packaging, food, biomedical, etc.
Bibha Mishra A., Vidisha Tomer
wiley +1 more source
A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets
ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c$$ c $$ latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley +1 more source
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, S. Zhong
semanticscholar +1 more source

