Results 81 to 90 of about 1,438,380 (264)
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
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 ...
Luis G. Gorostiza +2 more
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3D Closed‐Loop Navigation of Magnetic Microswimmers Using Vision‐Derived Depth Feedback
Advanced Intelligent Systems, EarlyView.A planar magnetic microswimmer is navigated in three dimensions under a standard microscope. Image defocus supplies a real‐time depth cue, and model‐predictive control with A* planning steers the body on surfaces and in free swimming. Axial position is regulated by propulsion alone, without magnetic field gradients or extra cameras.
Yasin Cagatay Duygu +2 more
wiley +1 more source
The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment
Discrete Dynamics in Nature and Society, 2015 Under the assumption of the stock price, interest rate, and default intensity obeying the stochastic differential equation driven by fractional Brownian motion, the jump-diffusion model is established for the financial market in fractional Brownian ...
Chao Wang, Shengwu Zhou, Jingyuan Yang
doaj +1 more source
Fractional Brownian Motion as a Differentiable Generalized Gaussian Process [PDF]
Brownian motion can be characterized as a generalized random process and, as such, has a generalized derivative whose covariance functional is the delta function. In a similar fashion, fractional Brownian motion can be interpreted as a generalized random
Peter C.B. Phillips +1 more
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Advanced NanoBiomed Research, EarlyView.This study presents a label‐free spectroscopic platform to evaluate membrane protein conformation on patient‐derived glioblastoma cell membrane‐coated magnetic nanovectors. This work demonstrates that preserving membrane protein integrity during nanoparticle fabrication enhances homotypic tumor targeting and reduces hard protein corona formation ...
Daniele De Pasquale +16 more
wiley +1 more source
Barrier Options and a Reflection Principle of the Fractional Brownian Motion [PDF]
The purpose of this paper is to obtain the price of the barrier options in a fractional Brownian motion environment in the special case of zero interest rate. As a consequence we derive a reflection principle for the fractional Brownian motion.fractional
Cipian Necula
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Riemann-Stieltjes integrals with respect to fractional Brownian motion and applications [PDF]
, 2010 In this dissertation we study Riemann-Stieltjes integrals with respect to (geometric) fractional Brownian motion, its financial counterpart and its application in estimation of quadratic variation process. From the point of view of financial mathematics,
Azmoodeh, Ehsan
core +1 more source
Averaged Systems of Stochastic Differential Equations with Lévy Noise and Fractional Brownian Motion
Fractal and FractionalIn some problems, partial differential equations are reduced to ordinary differential equations. In special cases, when incorporating randomness, equations can be reduced to systems of stochastic differential Equations (SDEs).
Tayeb Blouhi +6 more
doaj +1 more source
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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