Results 81 to 90 of about 37,159 (330)
Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter H>1/2 and a multidimensional ...
David Nualart+9 more
core +2 more sources
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
Nonparametric Regression with Subfractional Brownian Motion via Malliavin Calculus
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
Representation Formulae for the Fractional Brownian Motion [PDF]
to appear in "S\'eminaire de Probabilit\'es"
openaire +4 more sources
Alternative forms of fractional Brownian motion [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
D Marinucci, Peter M. Robinson
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This study reveals a novel mechanistic connection between cancer and ischemia/reperfusion (I/R)‐induced cardiac injury. The meta‐analysis demonstrates significantly higher incidence ratios of both all‐cause mortality and cardiovascular mortality in cancer patients undergoing percutaneous coronary intervention (PCI) compared to non‐cancer patients.
Zhongting Mei+14 more
wiley +1 more source
Estimation of the Hurst and the stability indices of a $H$-self-similar stable process
In this paper we estimate both the Hurst and the stable indices of a H-self-similar stable process. More precisely, let $X$ be a $H$-sssi (self-similar stationary increments) symmetric $\alpha$-stable process. The process $X$ is observed at points $\frac{
Dang, Thi To Nhu, Istas, Jacques
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Bacteria Optimize Tumble Bias to Strategically Navigate Surface Constraints
The study investigates how Escherichia coli optimizes tumble bias (TB) to navigate surface constraints effectively. Using single‐cell tracking and modeling, it reveals that bacterial surface residence time decreases with increasing TB, stabilizing near the wild‐type mean TB (≈0.25), where surface diffusivity peaks.
Antai Tao+3 more
wiley +1 more source
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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Non‐symmetric metal‐quinone network (MQN) nanoarchitectonics with controllable morphology and size are constructed by manipulating interphase solute diffusion during the nanoprecipitation process. Self‐propelled nanomotors developed from non‐symmetric MQN nanoarchitectonics exhibit chemotactic autonomous motion toward overexpressed H2O2 in tumor ...
Wenzhe Xu+6 more
wiley +1 more source