Results 71 to 80 of about 1,381,228 (303)
Abstract and Applied Analysis, 2014 Option pricing is always one of the critical issues in financial mathematics and economics. Brownian motion is the basic hypothesis of option pricing model, which questions the fractional property of stock price. In this paper, under the assumption that
Kaili Xiang, Yindong Zhang, Xiaotong Mao
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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.CDegSR, a new tool for imaging RNA at single molecule level in living cells was developed by researchers. Background noise was eliminated by protein engineering and making it degrade when not bound to its target. This allowed individual RNA molecules to be clearly imaged and tracked.
Shipeng Shao, Hongchen Zhang
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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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Evolution of Physical Intelligence Across Scales
Advanced Intelligent Discovery, EarlyView.By following the evolution of physical intelligence across scales, this article shows how intelligence arises from materials, structures, physical interactions, and collectives. It establishes physical intelligence as the evolutionary foundation upon which embodied intelligence is built.
Ke Liu +7 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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Advanced Intelligent Discovery, EarlyView.Predictive models successfully screen nanoparticles for toxicity and cellular uptake. Yet, complex biological dynamics and sparse, nonstandardized data limit their accuracy. The field urgently needs integrated artificial intelligence/machine learning, systems biology, and open‐access data protocols to bridge the gap between materials science and safe ...
Mariya L. Ivanova +4 more
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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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