Results 81 to 90 of about 34,973 (262)
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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Stochastic thermodynamics of fractional Brownian motion
Physical Review Research, 2022 This paper is concerned with the stochastic thermodynamics of nonequilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction.
S. Mohsen J. Khadem +2 more
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Optimization of small deviation for mixed fractional Brownian motion with trend
, 2018 In this paper, we investigate two-sided bounds for the small ball probability of a mixed fractional Brownian motion with a general deterministic trend function, in terms of respective small ball probability of a mixed fractional Brownian motion without ...
MacKay, Anne +2 more
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Smart Nanotechnologies for Multimodal Neuromodulation and Brain Interfacing
Advanced Science, EarlyView.Recent advances in smart nanotechnologies are expanding the toolbox for brain interfacing, from wireless neuromodulation and high‐resolution sensing to targeted delivery within the central nervous system. By combining responsive nanomaterials with bioinspired design, these platforms enable multimodal interactions with neurons and glia, while also ...
Tommaso Curiale +6 more
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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
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Adhesion‐Driven Removal of Microplastics From Aquatic Systems by Using Microgel Glues
Advanced Science, EarlyView.Soft polymeric microgels function as “glues” that aggregate diverse microplastics through multivalent adhesion, promoting their interfacial deposition and co‐precipitation for efficient removal from water. Remarkably, this approach remains effective even for nanoscale plastic particles as small as 50 nm.
Jinmeng Zhang +5 more
wiley +1 more source
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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Risk preference based option pricing in a fractional Brownian market [PDF]
We focus on a preference based approach when pricing options in a market driven by fractional Brownian motion. Within this framework we derive formulae for fractional European options using the traditional idea of conditional expectation.
Rostek, Stefan, Schöbel, Rainer
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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
wiley +1 more source
Sub-fractional Brownian motion and its relation to occupation times [PDF]
We study a long-range dependence Gaussian process which we call “sub-fractional Brownian motion” (sub-fBm), because it is intermediate between Brownian motion (Bm) and fractional Brownian motion (fBm) in the sense that it has properties analogous to ...
Anna Talarczyk +2 more
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