Results 41 to 50 of about 1,381,228 (303)
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
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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
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Advanced Healthcare Materials, EarlyView.Upon contact with plasma, lipid nanoparticles (LNPs) rapidly acquire a protein corona (PC) that redefines their biological identity. In calcium‐containing environments, these coronated particles trigger the formation of a gel‐like plasma network, profoundly altering their transport properties and reducing their effective availability.
Serena Renzi +14 more
wiley +1 more source
Hausdorff measure of arcs and Brownian motion on Brownian spatial trees [PDF]
, 2009 A Brownian spatial tree is defined to be a pair $(\mathcal{T},\phi)$, where $\mathcal{T}$ is the rooted real tree naturally associated with a Brownian excursion and φ is a random continuous function from $\mathcal{T}$ into ℝd such that, conditional on ...
Croydon, David A.
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Advanced Healthcare Materials, EarlyView.Magnetically responsive nanoparticles enable remote control over biomaterials, cells, and engineered tissues. This review summarizes material design, biological safety, fabrication and actuation strategies, computational validation, and translational pathways that support the development of magnetic tissue‐engineering platforms and future magnetically ...
Konstantinos Ioannidis +8 more
wiley +1 more source
Remarks on the fractional Brownian motion
, 2009 We study the fBm by use of convolution of the standard white noise with a certain distribution. This brings some simplifications and new results.
Feyel, Denis, de La Pradelle, Arnaud
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Generating Diffusions with Fractional Brownian Motion
Communications in Mathematical Physics, 2022 AbstractWe study fast/slow systems driven by a fractional Brownian motion B with Hurst parameter $$H\in (\frac{1}{3}, 1]$$ H ∈ ( 1 3 , 1
Martin Hairer, Xue-Mei Li
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Upscaling Pulsed Laser Fragmentation in Liquids by Advanced Free‐Flow Setups
Advanced Materials Technologies, EarlyView.Advanced flow setups providing thin colloid films are introduced to upscale pulsed laser fragmentation in liquids for sustainable nanoparticle synthesis. Their potential is demonstrated by yielding remarkably small ZnO nanoparticles of <7 nm. Numerical simulations complement the study, revealing that the superior performance can be attributed to ...
Jan Lino Kricke +5 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.
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Smart Nanotechnologies for Multimodal Neuromodulation and Brain Interfacing
Advanced Science, EarlyView.Recent advances in smart nanotechnologies are expanding the toolbox for brain interfacing, from wireless neuromodulation and high‐resolution sensing to targeted delivery within the central nervous system. By combining responsive nanomaterials with bioinspired design, these platforms enable multimodal interactions with neurons and glia, while also ...
Tommaso Curiale +6 more
wiley +1 more source