Results 51 to 60 of about 1,438,380 (264)
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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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 +4 more
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Interface Dynamics in Biomolecular Condensates by High‐Speed AFM
Advanced Materials Interfaces, EarlyView.High‐speed atomic force microscopy provides nanoscale structural dynamics at the liquid interface of biomolecular condensates, key elements in several cellular pathways. By addressing the challenges of low surface tension and condensate‐induced instabilities, we achieve nanometer spatial and sub‐second temporal resolution, revealing structural ...
Andreas Santamaria +6 more
wiley +1 more source
Impulsive stochastic fractional differential equations driven by fractional Brownian motion
Advances in Difference Equations, 2020 In this research, we study the existence and uniqueness results for a new class of stochastic fractional differential equations with impulses driven by a standard Brownian motion and an independent fractional Brownian motion with Hurst index 1 ...
Mahmoud Abouagwa, Feifei Cheng, Ji Li
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ON SPECTRAL SIMULATION OF FRACTIONAL BROWNIAN MOTION [PDF]
Probability in the Engineering and Informational Sciences, 2003 This article focuses on simulating fractional Brownian motion (fBm). Despite the availability of several exact simulation methods, attention has been paid to approximate simulation (i.e., the output is approximately fBm), particularly because of possible time savings. In this article, we study the class of approximate methods that are based on the
Dieker, A.B., Mandjes, M.R.H.
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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
Small values and functional laws of the iterated logarithm for operator fractional Brownian motion
Open MathematicsThe multivariate Gaussian random fields with matrix-based scaling laws are widely used for inference in statistics and many applied areas. In such contexts, interests are often Hölder regularities of spatial surfaces in any given direction.
Wang Wensheng, Dong Jingshuang
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Results in Physics, 2022 In this article, we consider the stochastic fractional-space long–short-wave interaction system (SFS-LSWIs) forced by multiplicative Brownian motion. To obtain a new exact stochastic fractional-space solutions, we apply two different methods such as sin ...
Wael W. Mohammed +6 more
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On the wavelet transform of fractional Brownian motion [PDF]
IEEE Transactions on Information Theory, 1991 A theorem characterizing fractional Brownian motion by the covariance structure of its wavelet transform is established. The authors examine whether there are alternate Gaussian processes whose wavelet transforms have a natural covariance structure.
Jayakumar Ramanathan, Ofer Zeitouni
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Ergodicity of hypoeliptic SDEs driven by fractional Brownian motion [PDF]
, 2009 We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion with Hurst parameter H > 1/2 have similar ergodic properties as SDEs driven by standard Brownian motion.
Hairer, Martin, Pillai, Natesh S.
core