Results 61 to 70 of about 37,974 (331)
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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Asymptotic theory for fractional regression models via Malliavin calculus
, 2010 We study the asymptotic behavior as $n\to \infty$ of the sequence $$S_{n}=\sum_{i=0}^{n-1} K(n^{\alpha} B^{H_{1}}_{i}) (B^{H_{2}}_{i+1}-B^{H_{2}}_{i})$$ where $B^{H_{1}}$ and $B^{H_{2}}$ are two independent fractional Brownian motions, $K$ is a kernel ...
Bourguin, Solesne, Tudor, Ciprian
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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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Advanced Materials, EarlyView.Multiphase printable organohydrogels with tunable microstructures are developed to control molecular transport pathways for immiscible cargo. The tortuosity and domain size of the colloidal phases are tuned by adjusting temperature and shear during processing, which enables the tailoring of diffusion kinetics due to different transport pathways.
Riley E. Dowdy‐Green +4 more
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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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A Multiscale Guide to Brownian Motion
, 2015 We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical features" at ...
Beliaev, Dmitry +2 more
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Modulus‐Switchable Miniature Robots for Biomedical Applications: A Review
Advanced Robotics Research, EarlyView.Materials, robot designs, proof‐of‐concept functions, and biomedical applications of modulus‐switchable miniature robots. Miniature soft robots have shown great potential in biomedical applications due to their excellent controllability and suitable mechanical properties in biological environments.
Chunyun Wei, Yibin Wang, Jiangfan Yu
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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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Optimization of small deviation for mixed fractional Brownian motion with trend
, 2018 In this paper, we investigate two-sided bounds for the small ball probability of a mixed fractional Brownian motion with a general deterministic trend function, in terms of respective small ball probability of a mixed fractional Brownian motion without ...
MacKay, Anne +2 more
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Synchronization for Fractional FitzHugh-Nagumo Equations with Fractional Brownian Motion [PDF]
, 2022 Xiuqi Huang, Hongfu Yang, Xiangjun Wang
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