Results 141 to 150 of about 1,381,228 (303)
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.
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Mathematical Methods in the Applied Sciences, Volume 48, Issue 6, Page 6425-6446, April 2025.ABSTRACT The well‐posedness results for mild solutions to the fractional neutral stochastic differential system with Rosenblatt process with Hurst index Ĥ∈12,1$$ \hat{H}\in \left(\frac{1}{2},1\right) $$ is discussed in this article. To demonstrate the results, the concept of bounded integral contractors is combined with the stochastic result and ...
Dimplekumar N. Chalishajar +3 more
wiley +1 more source
Preprint: Fuzzy Fractional Brownian Motion: Review and Extension
In traditional finance, option prices are typically calculated using crisp sets of variables. However, in a proposed new approach, the assumption is made that these parameters have a degree of fuzziness or uncertainty associated with them.
Thierry Chaussalet +2 more
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Unveiling New Perspectives on the Hirota–Maccari System With Multiplicative White Noise
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT In this study, we delve into the stochastic Hirota–Maccari system, which is subjected to multiplicative noise according to the Itô sense. The stochastic Hirota–Maccari system is significant for its ability to accurately model how stochastic affects nonlinear wave propagation, providing valuable insights into complex systems like fluid dynamics
Mohamed E. M. Alngar +3 more
wiley +1 more source
, 2007 On the surface of a vertically oscillated fluid, capillary waves with a clearly discernible wavelength are formed if the amplitude of the oscillations exceeds a critical value. Particles sprinkled on the fluid surface are experimentally found to move
Fractional Brownian Motion +3 more
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Magnetic Resonance in Chemistry, EarlyView.The impact of temperature on the analysis of STD NMR ligand epitope mapping has been thoroughly investigated. For protein–ligand complexes under fast exchange kinetics, a negligible temperature effect is observed. For the intermediate exchange regime, VT‐STD NMR allows to obtain better discriminated epitope mappings, hence enabling the accurate ...
Gabriel Rocha +3 more
wiley +1 more source
Fuzzy Pricing and Empirical Analysis of Binary Options Under Long Memory
AxiomsTo address the limitations of traditional binary option pricing models in capturing the long-range dependence characteristics of financial time series and in neglecting the cognitive fuzziness of parameters, this paper proposes an innovative pricing ...
Tao Yu +3 more
doaj +1 more source
Stochastic flows and sticky Brownian motion [PDF]
Sticky Brownian motion is a one-dimensional diffusion with the property that the amount of time the process spends at zero is of positive Lebesgue measure and yet the process does not stay at zero for any positive interval of time ...
Howitt, Christopher John
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Responsive Materials, EarlyView.Peptide‐based antibacterial nanoplatforms, encompassing self‐assembled peptides and peptide‐engineered inorganic, polymeric, and lipid nanocarriers, are systematically reviewed. The article highlights design principles and stimuli‐responsive regulation for improving peptide stability, delivery efficiency, and antibacterial performance.
Peng Tan +8 more
wiley +1 more source
Random matrices, large deviations and reflected Brownian motion [PDF]
In this thesis we present results in large deviations theory, free probability and the theory of reflected Brownian motion. We study the large deviations behaviour of the block structure of a non-crossing partition chosen uniformly at random.
Ortmann, Janosch
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