Results 71 to 80 of about 1,438,380 (264)
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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Advanced Science, EarlyView.Field‐driven active colloids are framed as distributed micromachines in which externally supplied power, sensing, and control regulate task‐relevant states. By closing the loop between particle behavior, imaging, computation, and electric or magnetic actuation, these systems can progress from programmable motion toward adaptive functional outcomes ...
Ruchi Patel, Bhuvnesh Bharti
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An extension of sub-fractional Brownian motion [PDF]
Publicacions Matemàtiques, 2013 In this paper, firstly, we introduce and study a self-similar Gaussian process with parameters H ∈ (0; 1) and K ∈ (0; 1] that is an extension of the well known sub-fractional Brownian motion introduced by Bojdecki et al. [4]. Secondly, by using a decomposition in law of this process, we prove the existence and the joint continuity of its local time.
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Extremes of spherical fractional Brownian motion [PDF]
Extremes, 2019 Let $\{B_β(x), x \in \mathbb{S}^N\}$ be a fractional Brownian motion on the $N$-dimensional unit sphere $\mathbb{S}^N$ with Hurst index $β$. We study the excursion probability $\mathbb{P}\{\sup_{x\in T} B_β(x) > u \}$ 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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Statistical characteristics of queue with fractional Brownian motion input
, 2015 The factional Brownian motion has attracted significant attention because it accurately represents Internet traffic characteristics and is amenable to analysis.
Zukerman, M. +3 more
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Lacunary Fractional brownian Motion [PDF]
, 2012 International audienceIn 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.
Marianne Clausel, Clausel, Marianne
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Hydrodynamic Selection of Polymorphic Assembly Pathways in Plant Protein Amyloid Fibrils
Advanced Science, EarlyView.Hydrodynamic conditions are revealed to govern polymorphic assembly of soy protein amyloid fibrils. Distinct flow‐induced drafting, kissing, and docking dynamics direct fibril growth into multiple morphologies, linking fluid mechanics with nanoscale assembly and enabling rational design of functional amyloid materials.
Zejian Xu +8 more
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A simple construction of the fractional Brownian motion
Stochastic Processes and their Applications, 2004 15 pages, 3 ...
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Mathematics, 2020 We introduce three new estimators of the drift parameter of a fractional Ornstein–Uhlenbeck process. These estimators are based on modifications of the least-squares procedure utilizing the explicit formula for the process and covariance structure of a ...
Pavel Kříž, Leszek Szała
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Option Pricing in a Fractional Brownian Motion Environment [PDF]
The purpose of this paper is to obtain a fractional Black-Scholes formula for the price of an option for every t in [0,T], a fractional Black-Scholes equation and a risk-neutral valuation theorem if the underlying is driven by a fractional Brownian ...
Cipian Necula
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