Results 181 to 190 of about 37,570 (330)

Fractional Brownian Motion Analysis for Spreading of Novel Coronavirus

, 2022
Lima L.
europepmc   +1 more source

A stochastic maximum principle for processes driven by fractional Brownian motion

, 2002
Francesca Biagini, Yaozhong Hu, Bernt Øksendal, Agnès Sulem   +3 more
openalex   +1 more source

Weighted Local Time for Fractional Brownian Motion and Applications to Finance [PDF]

, 2005
Yaozhong Hu, Bernt Øksendal, Donna Salopek   +2 more
openalex   +1 more source

Quantifying macro‐evolutionary patterns of trait mean and variance with phylogenetic location–scale models

Methods in Ecology and Evolution, EarlyView.
Abstract Understanding how both the mean (location) and variance (scale) of traits differ among species and lineages is fundamental to unveiling macroevolutionary patterns. Yet, traditional phylogenetic comparative methods primarily focus on modelling mean trait values, often overlooking variability and heteroscedasticity that can provide critical ...
Shinichi Nakagawa, Ayumi Mizuno, Coralie Williams, Malgorzata Lagisz, Yefeng Yang, Szymon M. Drobniak   +5 more
wiley   +1 more source

PARAMETER IDENTIFICATION FOR SOME LINEAR SYSTEMS WITH FRACTIONAL BROWNIAN MOTION

, 2002
Tyrone E. Duncan, B. Pasik-Duncan
openalex   +1 more source

Differential effects of freshwater browning across fish species: consequences for individual‐ to community‐level fish traits in north temperate lakes

Biological Reviews, EarlyView.
ABSTRACT The browning of freshwater ecosystems is increasingly evident in temperate and northern regions, with widespread ramifications for lake physics, chemistry, and biology. Contrasting results on how freshwater browning may impact fish have been reported, but there has been no comprehensive examination of how browning may cause cascading effects ...
Allison M. Roth, Vincent Fugère, Marco A. Rodríguez, Jean‐François Lapierre, Joe Sánchez Schacht, Sapna Sharma, Mehdi M. Aqdam, Jeremy Fonvielle, Michelle Gros, Andrew J. Tanentzap, Matilda L. Andersson, Renee M. van Dorst, Jan Karlsson, Christopher T. Solomon, Christer Brönmark, Peter Eklöv, Kristin Scharnweber, Magnus Huss, Beatrix E. Beisner, Fernando Chaguaceda, Cristina Charette, Alison M. Derry, Gregor F. Fussmann, Andrew P. Hendry, Kaj Hulthén, Sandra Klemet‐N'Guessan, Irene Gregory‐Eaves   +26 more
wiley   +1 more source

The valuation of currency options by fractional Brownian motion. [PDF]

Springerplus, 2016
Shokrollahi F, Kılıçman A.
europepmc   +1 more source

Fractional Dynamical Behavior in Quantum Brownian Motion

, 2002
Kyungsik Kim, Yu-Sik Kong, Myung‐Kul Yum, J. T. Kim   +3 more
openalex   +2 more sources

An Economic Analysis of Difficulty Adjustment Algorithms in Proof‐of‐Work Blockchain Systems

International Economic Review, EarlyView.
ABSTRACT We study the stability of cryptocurrency systems through difficulty adjustment. Bitcoin's difficulty adjustment algorithm (DAA) exhibits instability when the reward elasticity of the hash rate is high, implying that a sharp price reduction could disrupt the current Bitcoin system.
Shunya Noda, Kyohei Okumura, Yoshinori Hashimoto   +2 more
wiley   +1 more source

Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion. [PDF]

J Inequal Appl, 2018
Zhang X, Ruan D.
europepmc   +1 more source