Results 21 to 30 of about 37,159 (330)
Frontiers in Physics, 2021 In this article, we study the existence and uniqueness of square-mean piecewise almost periodic solutions to a class of impulsive stochastic functional differential equations driven by fractional Brownian motion.
Lili Gao, Xichao Sun
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Journal of Mathematics, 2022 In this paper, we consider the fractional-stochastic Boussinesq-Burger system (FSBBS) generated by the multiplicative Brownian motion. The Jacobi elliptic function techniques are used to create creative elliptic, hyperbolic, and rational fractional ...
Wael W. Mohammed +2 more
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On the Integral of the Fractional Brownian Motion and Some Pseudo-Fractional Gaussian Processes
Mathematics, 2019 We investigate the main statistical parameters of the integral over time of the fractional Brownian motion and of a kind of pseudo-fractional Gaussian process, obtained as a classical Gauss−Markov process from Doob representation by replacing ...
Mario Abundo, Enrica Pirozzi
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Cluster Analysis on Locally Asymptotically Self-Similar Processes with Known Number of Clusters
Fractal and Fractional, 2022 We conduct cluster analysis of a class of locally asymptotically self-similar stochastic processes with finite covariance structures, which includes Brownian motion, fractional Brownian motion, and multifractional Brownian motion as paradigmatic examples.
Nan Rao, Qidi Peng, Ran Zhao
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AIMS Mathematics, 2022 In this manuscript, we formulate the system of fuzzy stochastic fractional evolution equations (FSFEEs) driven by fractional Brownian motion. We find the results about the existence-uniqueness of the formulated system by using the Lipschitizian ...
Kinda Abuasbeh +3 more
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AIMS Mathematics, 2022 We consider the nonergodic Gaussian Ornstein-Uhlenbeck processes of the second kind defined by $ dX_t = \theta X_tdt+dY_t^{(1)}, t\geq 0, X_0 = 0 $ with an unknown parameter $ \theta > 0, $ where $ dY_t^{(1)} = e^{-t}dG_{a_{t}} $ and $ \{G_t, t\geq 0\}
Huantian Xie, Nenghui Kuang
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Fractal and Fractional, 2022 As one of the main areas of value investing, the stock market attracts the attention of many investors. Among investors, market index movements are a focus of attention.
Hongwen Hu +3 more
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Search efficiency of discrete fractional Brownian motion in a random distribution of targets
Physical Review Research, 2021 Efficiency of search for randomly distributed targets is a prominent problem in many branches of the sciences. For the stochastic process of Lévy walks, a specific range of optimal efficiencies was suggested under variation of search intrinsic and ...
S. Mohsen J. Khadem +2 more
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Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions [PDF]
, 2012 We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter $H>1/2$). This maximum principle specifies a system of equations that the optimal
Han, Yuecai, Hu, Yaozhong, Song, Jian
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Anticipated BSDEs Driven by Fractional Brownian Motion with a Time-Delayed Generator
Mathematics, 2023 This article describes a new form of an anticipated backward stochastic differential equation (BSDE) with a time-delayed generator driven by fractional Brownian motion, further known as fractional BSDE, with a Hurst parameter H∈(1/2,1).
Pei Zhang +2 more
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