Results 61 to 70 of about 92,103 (370)
Dimensional Properties of Fractional Brownian Motion [PDF]
Acta Mathematica Sinica, English Series, 2007 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wu, Dong Sheng, Xiao, Yi Min
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A fractional Brownian field indexed by $L^2$ and a varying Hurst parameter [PDF]
, 2014 Using structures of Abstract Wiener Spaces, we define a fractional Brownian field indexed by a product space $(0,1/2] \times L^2(T,m)$, $(T,m)$ a separable measure space, where the first coordinate corresponds to the Hurst parameter of fractional ...
Richard, Alexandre
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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. +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 +4 more
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Mixed sub-fractional Brownian motion [PDF]
Random Operators and Stochastic Equations, 2014 Abstract A new extension of the sub-fractional Brownian motion, and thus of the Brownian motion, is introduced. It is a linear combination of a finite number of sub-fractional Brownian motions, that we have chosen to call the mixed sub-fractional Brownian motion.
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Fractional Brownian fields, duality, and martingales
, 2006 In this paper the whole family of fractional Brownian motions is constructed as a single Gaussian field indexed by time and the Hurst index simultaneously. The field has a simple covariance structure and it is related to two generalizations of fractional
Dobrić, Vladimir, Ojeda, Francisco M.
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Arbitrage with Fractional Brownian Motion [PDF]
Mathematical Finance, 1997 Fractional Brownian motion has been suggested as a model for the movement of log share prices which would allow long–range dependence between returns on different days. While this is true, it also allows arbitrage opportunities, which we demonstrate both indirectly and by constructing such an arbitrage.
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Extremes of spherical fractional Brownian motion [PDF]
Extremes, 2019 Let $\{B_ (x), x \in \mathbb{S}^N\}$ be a fractional Brownian motion on the $N$-dimensional unit sphere $\mathbb{S}^N$ with Hurst index $ $. We study the excursion probability $\mathbb{P}\{\sup_{x\in T} B_ (x) > u \}$ and obtain the asymptotics as $u\to \infty$, where $T$ can be the entire sphere $\mathbb{S}^N$ or a geodesic disc on $\mathbb{S}^N$
Cheng, Dan, Liu, Peng
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Fractional diffusion equations and processes with randomly varying time [PDF]
, 2009 In this paper the solutions $u_{\nu}=u_{\nu}(x,t)$ to fractional diffusion equations of order ...
Beghin, Luisa, Orsingher, Enzo
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Microsphere Autolithography—A Scalable Approach for Arbitrary Patterning of Dielectric Spheres
Advanced Functional Materials, EarlyView.MicroSphere Autolithography (µSAL) enables scalable fabrication of patchy particles with customizable surface motifs. Focusing light through dielectric microspheres creates well defined, tunable patches via a conformal poly(dopamine) photoresist. Nearly arbitrary surface patterns can be achieved, with the resolution set by the index contrast between ...
Elliott D. Kunkel +3 more
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