Results 81 to 90 of about 37,974 (331)

Stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index $H> 1/2$

, 2011
We consider a mixed stochastic differential equation driven by possibly dependent fractional Brownian motion and Brownian motion.
Garsia A. M., Georgiy M. Shevchenko, Kleptsyna M., Kubilius K., Nualart D., Samko S., Yulia S. Mishura   +6 more
core   +1 more source

An Itô-type formula for the fractional Brownian motion in Brownian time

Electronic Journal of Probability, 2014
19 ...
Nourdin, Ivan, Zeineddine, Raghid
openaire   +5 more sources

Nanoscopic Mapping of the Extracellular Space in Amyloid Plaque‐rich Cortex

Advanced Science, EarlyView.
The extracellular space and diffusion around amyloid plaques are examined using shadow imaging and single‐particle tracking. Increased diffusivity is found near plaques, extracellular matrix alterations, and plaque core penetrability that varies with amyloid phenotype.
Juan Estaún‐Panzano, Yulia Dembitskaya, Ivo Calaresu, Somen Nandi, Quentin Gresil, Evelyne Doudnikoff, Thierry Leste‐Lasserre, Thierry Amédée, Laurent Cognet, Laurent Groc, Urs Valentin Nägerl, Erwan Bezard   +11 more
wiley   +1 more source

Pricing of Two Kinds of Power Options under Fractional Brownian Motion, Stochastic Rate, and Jump-Diffusion Models

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
doaj   +1 more source

On two-dimensional fractional Brownian motion and fractional Brownian random field [PDF]

Journal of Physics A: Mathematical and General, 1998
As a generalization of one-dimensional fractional Brownian motion (1dfBm), we introduce a class of two-dimensional, self-similar, strongly correlated random walks whose variance scales with power law N(2) (H) (0 < H < 1). We report analytical results on the statistical size and shape, and segment distribution of its trajectory in the limit of large N ...
Qian, Hong, Raymond, Gary M., Bassingthwaighte, James B.   +2 more
openaire   +2 more sources

A Microfiber‐Reinforced Janus Hydrogel E‐Skin With Recyclable Feature for Multimodal Sensing and Gender‐Specific Physiological Monitoring

Advanced Science, EarlyView.
Hydrogel‐based wearable electronics hold great promise for physiological monitoring in privacy‐sensitive regions. In this study, a polyurethane (PU) microfiber‐reinforced gelatin hydrogel e‐skin is developed, boasting multiple advantages such as ultra‐thinness, high toughness, and long‐term skin conformability.
Yarong Ding, Yufeng Li, Shaozhe Tan, Jiachun Sun, Xu Yang, Xuesi Zhang, Zhenhua Lin, Zhenyu Li, Yue Hao, Yannan Liu, Yingchun Li, Jingjing Chang   +11 more
wiley   +1 more source

ANN‐Enabled Analysis of Nanoparticle Aggregation and Hall Effects on Ag‐H2O Nanofluid Flow Over a Spinning Disk With Convective Heating and Thermal Radiation

Asia-Pacific Journal of Chemical Engineering, EarlyView.
ABSTRACT The exceptional characteristics of nanofluids have turned out to be a significant development in revolutionizing heat transfer mechanisms in several electronic cooling devices and industrial manufacturing processes. The present study deals with the investigation of the second law of thermodynamics applied to the steady MHD fluid flow above a ...
Dixita Sonowal, Bidyasagar Kumbhakar
wiley   +1 more source

The Multiparameter Fractional Brownian Motion

, 2006
We define and study the multiparameter fractional Brownian motion. This process is a generalization of both the classical fractional Brownian motion and the multiparameter Brownian motion, when the condition of independence is relaxed. Relations with the
Herbin, Erick, Merzbach, Ely
core   +1 more source

Moderate deviation principle for multiscale systems driven by fractional Brownian motion [PDF]

, 2022
Solesne Bourguin, Thanh Dang, Konstantinos Spiliopoulos   +2 more
openalex   +1 more source

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.
openaire   +6 more sources