Results 31 to 40 of about 1,381,228 (303)

重分数布朗运动的列维连续模(Lévy's moduli of continuity of multifractional Brownian motion)

Zhejiang Daxue xuebao. Lixue ban, 2000
This paper proposed Lévy's moduli of continuity of multifractional Brownian motion,which is a generalization of the fractional Brownian motion.
LINZheng-yan(林正炎)
doaj   +1 more source

Generalized dimensions of images of measures under Gaussian processes [PDF]

, 2014
26 pagesWe show that for certain Gaussian random processes and fields X:RN→Rd, Dq(μx) = min {d, 1/α Dq (μ)} a.s., for an index α which depends on Hölder properties and strong local nondeterminism of X, where q>1, where Dq denotes generalized q-dimension ...
Falconer, Kenneth, Xiao, Yimin
core   +1 more source

Generalized fractional Brownian motion

Modern Stochastics: Theory and Applications, 2017
We introduce a new Gaussian process, a generalization of both fractional and subfractional Brownian motions, which could serve as a good model for a larger class of natural phenomena.
Mounir Zili
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Impacts of Brownian motion and fractional derivative on the solutions of the stochastic fractional Davey-Stewartson equations

Demonstratio Mathematica, 2023
In this article, the stochastic fractional Davey-Stewartson equations (SFDSEs) that result from multiplicative Brownian motion in the Stratonovich sense are discussed.
Mohammed Wael W., Al-Askar Farah M., El-Morshedy Mahmoud   +2 more
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Crossover dynamics of climate change models: Numerical simulations

Alexandria Engineering Journal, 2023
In this paper, two new climate change mathematical models are extended using the stochastic-deterministic piecewise hybrid fractional derivatives, where the hybrid fractional order operator is applied to extend the deterministic model and the fractional ...
N.H. Sweilam, S.M. AL-Mekhlafi, S.M. Hassan, N.R. Alsunaideh, A.E. Radwan   +4 more
doaj   +1 more source

Asymptotic Growth of Sample Paths of Tempered Fractional Brownian Motions, with Statistical Applications to Vasicek-Type Models

Fractal and Fractional
Tempered fractional Brownian motion (TFBM) and tempered fractional Brownian motion of the second kind (TFBMII) modify the power-law kernel in the moving average representation of fractional Brownian motion by introducing exponential tempering.
Yuliya Mishura, Kostiantyn Ralchenko
doaj   +1 more source

Modelling intermittent anomalous diffusion with switching fractional Brownian motion

New Journal of Physics, 2023
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time.
Michał Balcerek, Agnieszka Wyłomańska, Krzysztof Burnecki, Ralf Metzler, Diego Krapf   +4 more
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Fractional Brownian Motion and the Markov Property

Electronic Communications in Probability, 1998
9 ...
Coutin, Laure, Carmona, Philippe
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Approximation of Fractional Brownian Motion by Martingales [PDF]

Methodology and Computing in Applied Probability, 2012
We study the problem of optimal approximation of a fractional Brownian motion by martingales. We prove that there exist a unique martingale closest to fractional Brownian motion in a specific sense. It shown that this martingale has a specific form. Numerical results concerning the approximation problem are given.
Shklyar, Sergiy, Shevchenko, Georgiy, Mishura, Yuliya, Doroshenko, Vadym, Banna, Oksana   +4 more
openaire   +3 more sources

Maximum of Dyson Brownian motion and non-colliding systems with a boundary [PDF]

, 2009
We prove an equality-in-law relating the maximum of GUE Dyson's Brownian motion and the non-colliding systems with a wall. This generalizes the well known relation between the maximum of a Brownian motion and a reflected Brownian ...
Warren, Jon, Ferrari, Patrik L., Sasamoto, Tomohiro, Borodin, Alexei, Prähofer, Michael   +4 more
core   +1 more source