Results 61 to 70 of about 34,973 (262)

Are Fractional Brownian Motions Predictable? [PDF]

open access: yes, 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

Fractional Brownian motion: theory and applications [PDF]

open access: yesESAIM: Proceedings, 1998
The authors present new theoretical results on the fractional Brownian motion including different definitions of the stochastic integral with respect to the fractional Brownian motion and their relationships. They present several applications in different fields: queueing networks, filtering theory, mathematical finance.
Decreusefond, Laurent   +1 more
openaire   +2 more sources

Modulus‐Switchable Miniature Robots for Biomedical Applications: A Review

open access: yesAdvanced 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
wiley   +1 more source

Bio‐Propelled Stomatocyte Nanomotors with Glutathione‐Responsiveness for Osteoarthritis Treatment

open access: yesAngewandte Chemie, EarlyView.
Glutathione (GSH)‐responsive stomatocyte nanomotors with encapsulated MTX utilize oxygen to achieve autonomous motion and undergo GSH‐induced dissociation, enhancing cellular uptake, tissue penetration, and MTX release within the osteoarthritis (OA) region, thereby improving therapeutic efficacy.
Jianhong Wang   +12 more
wiley   +2 more sources

Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion

open access: yesJournal of Applied Mathematics, 2013
Geometric-average Asian option pricing model with monotonous transaction cost rate under fractional Brownian motion was established. The method of partial differential equations was used to solve this model and the analytical expressions of the Asian ...
Di Pan   +3 more
doaj   +1 more source

Near‐Infrared‐Driven Metal–Organic Frameworks‐Based Nanorobots for Controlled Photothermal‐Chemical Therapy Synergistic Induction of Cancer Cell Death

open access: yesAdvanced Robotics Research, EarlyView.
To achieve efficient cancer cell death, a bowl‐shaped PDA@UiO‐66@DOX nanorobot drug‐delivery nanoplatform was developed. Near‐infrared irradiation not only drives the nanorobot to exhibit self‐thermophoretic motion and elevates temperature but also triggers Doxorubicin (DOX) release via hyperthermia, enhancing cancer cells uptake of DOX and thereby ...
Tong Lin   +6 more
wiley   +1 more source

Lacunary Fractional Brownian Motion [PDF]

open access: yesESAIM: Probability and Statistics, 2012
In this paper, a new class of Gaussian field is introduced called Lacunary Fractional Brownian Motion. Surprisingly we show that usually their tangent fields are not unique at every point. We also investigate the smoothness of the sample paths of Lacunary Fractional Brownian Motion using wavelet analysis.
openaire   +2 more sources

Nonparametric Regression with Subfractional Brownian Motion via Malliavin Calculus

open access: yesAbstract and Applied Analysis, 2014
We study the asymptotic behavior of the sequence Sn=∑i=0n-1K(nαSiH1)(Si+1H2-SiH2), as n tends to infinity, where SH1 and SH2 are two independent subfractional Brownian motions with indices H1 and H2, respectively. K is a kernel function and the bandwidth
Yuquan Cang, Junfeng Liu, Yan Zhang
doaj   +1 more source

Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion

open access: yes, 2011
We consider a mixed stochastic differential equation involving both standard Brownian motion and fractional Brownian motion with Hurst parameter $H>1/2$.
Mishura, Yulia, Shevchenko, Georgiy
core   +1 more source

Cellular Snowballing: Cell Adhesion and Migration Drive the Self‐Assembly of Cell‐Microgel Biohybrid Spheroids

open access: yesAdvanced Science, EarlyView.
A new class of biohybrid spheroids is engineered through the self‐assembly of adherent cells and extracellular matrix‐mimetic hydrogel microparticles (microgels). By mimicking a snowballing effect, this approach enables scalable formation of porous, millimeter‐scale spheroids with enhanced cell viability and molecular diffusion.
Zaman Ataie   +7 more
wiley   +1 more source

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