Results 41 to 50 of about 1,438,380 (264)
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 +2 more
core +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 +4 more
doaj +1 more source
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 +4 more
openaire +3 more sources
Option Pricing under the Subordinated Market Models
Discrete Dynamics in Nature and Society, 2022 This paper aims to study option pricing problem under the subordinated Brownian motion. Firstly, we prove that the subordinated Brownian motion controlled by the fractional diffusion equation has many financial properties, such as self-similarity ...
Longjin Lv, Changjuan Zheng, Luna Wang
doaj +1 more source
A DYNAMICAL APPROACH TO FRACTIONAL BROWNIAN MOTION [PDF]
Fractals, 1994 Herein we develop a dynamical foundation for fractional Brownian motion. A clear relation is established between the asymptotic behavior of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is applicable, we establish a connection between diffusion (either standard or anomalous) and the dynamical indicator known
MANNELLA, RICCARDO +2 more
openaire +2 more sources
FEBS Open Bio, EarlyView.The two catalytic subunits of typhoid toxin dissociate from the holotoxin in the ER of an intoxicated cell, but only CdtB exits the ER to generate immunosuppressive effects. PltA is retained in the ER and sequestered from its cytosolic target, thus allowing the anti‐inflammatory effects of CdtB to promote intestinal colonization.
Maria C. Zabala‐Rodriguez +4 more
wiley +1 more source
Using fluorescence fluctuation spectroscopy to quantify molecular dynamics within cells
FEBS Open Bio, EarlyView.Microscopy techniques like fluorescence correlation spectroscopy (FCS) and number and brightness analysis (N&B) allow to quantify concentrations, diffusion rates, and oligomerization of fluorescently labeled molecules in the living cell. In this protocol the principles of how to set up these types of experiments are described including calibration ...
Mark A. Hink
wiley +1 more source
Emergence of a Hexagonal Fe2S2 Single Layer Without a Bulk Counterpart via Phase Transformation
Advanced Functional Materials, EarlyView.Upon annealing, single‐layer Mackinawite iron sulfide transforms into a previously unknown hexagonal Fe2S2${\rm Fe}_2{\rm S}_2$ phase with β$\beta$‐CuI structure. STM, LEED, and first‐principles calculations identify the structure and show that electronic correlations and magnetic order are important for its stability.
Affan Safeer +10 more
wiley +1 more source
Are Fractional Brownian Motions Predictable? [PDF]
, 2011 We provide a device, called the local predictor, which extends the idea of the predictable compensator. It is shown that a fBm with the Hurst index greater than 1/2 coincides with its local predictor while fBm with the Hurst index smaller than 1/2 does not admit any local predictor.
openaire +2 more sources
Advanced Healthcare Materials, EarlyView.Polymer‐coated IONPs functionalized with IL‐4 display respective neuroactive and anti‐inflammatory actions on neural progenitor cells and macrophages/microglia in vitro. When examined chronically in a rat experimental model of spinal cord injury, rGO scaffolds carrying these nanosystems adequately integrate into the lesion, significantly reduce ...
Julia Martínez‐Ramírez +12 more
wiley +1 more source