Results 81 to 90 of about 37,570 (330)
Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion
Journal 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
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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
wiley +1 more source
Nonparametric Regression with Subfractional Brownian Motion via Malliavin Calculus
Abstract 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
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Estimation of the Hurst and the stability indices of a $H$-self-similar stable process
, 2017 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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Representation Formulae for the Fractional Brownian Motion [PDF]
, 2010 to appear in "S\'eminaire de Probabilit\'es"
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Alternative forms of fractional Brownian motion [PDF]
Journal of Statistical Planning and Inference, 1999 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
D Marinucci, Peter M. Robinson
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Advanced 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
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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A simple construction of the fractional Brownian motion
Stochastic Processes and their Applications, 2004 15 pages, 3 ...
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Advanced Therapeutics, EarlyView.Green tea polyphenols, conjugated either covalently or non‐covalently to hemp protein, comprise an excellent stabilizing matrix for oxidatively‐sensitive small molecules. These nanoemulsions are highly stable to a variety of chemical and physical stressors, protecting the small molecule while allowing for easy uptake across cell membranes and rapid ...
William Charles Hosie +9 more
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