Results 81 to 90 of about 3,960 (256)

FRACTIONAL BROWNIAN SHEET HOJA BROWNIANA FRACCIONAL

Revista Colombiana de Estadística, 2005
Fractional brownian sheet or two parameter fractional brownian motion and some important properties with selfsimilar and stationary increments are presented.
Blanco Castañeda Liliana, Garzón Merchán Johanna   +1 more
doaj  

Entropic Approach to the Detection of Crucial Events

Entropy, 2019
In this paper, we establish a clear distinction between two processes yielding anomalous diffusion and 1 / f noise. The first process is called Stationary Fractional Brownian Motion (SFBM) and is characterized by the use of stationary correlation
Garland Culbreth, Bruce J. West, Paolo Grigolini   +2 more
doaj   +1 more source

Tracing the evolutionary history of the morpho‐anatomy of baculum in primates

The Anatomical Record, EarlyView.
Abstract Animal morphology reflects both evolutionary history and present‐day adaptation. Male mammal copulatory structures such as the baculum (penile bone) are ideal for studying these processes because of their complexity and high interspecific variability. In primates, however, research has focused mostly on baculum length.
Federica Spani, Maria Pia Morigi, Matteo Bettuzzi, Monica Carosi   +3 more
wiley   +1 more source

Stability of a Class of Impulsive Neutral Stochastic Functional Partial Differential Equations

Discrete Dynamics in Nature and Society, 2020
In this paper, a class of impulsive neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion is investigated.
Yue Liu, Dehao Ruan
doaj   +1 more source

Mixed sub-fractional Brownian motion [PDF]

Random Operators and Stochastic Equations, 2014
Abstract A new extension of the sub-fractional Brownian motion, and thus of the Brownian motion, is introduced. It is a linear combination of a finite number of sub-fractional Brownian motions, that we have chosen to call the mixed sub-fractional Brownian motion.
openaire   +2 more sources

Building phenotypic character matrices for phylogenetic inference: exploration of 35 years of practice

Biological Reviews, EarlyView.
ABSTRACT Recent methodological development in phylogenetic inference has focused predominantly on molecular data. However, renewed interest in other data types, particularly morphological data, has followed from the increased recognition of the power of total evidence and tip‐dating approaches, including fossil data, for inference of time‐scaled trees ...
Melanie J. Hopkins, Mark C. Nikolic, James D. Holmes, Daniela S. Monti, Ernesto E. Vargas‐Parra, Russell D.C. Bicknell, Gregory D. Edgecombe, Katherine Jordan‐Burmeister, John R. Paterson, Shravya Srivastava‐Losey   +9 more
wiley   +1 more source

Asymptotic Controllability of Coupled Fractional Stochastic Sobolev-Type Systems with a Nonlocal Condition

Fractal and Fractional
This paper discusses the asymptotic controllability of fractional-order Sobolev-type perturbed stochastic control systems with Brownian motion and nonlocal fractional-order Sobolev stochastic conditions.
Tayeb Blouhi, Hussien Albala, Fatima Zohra Ladrani, Amin Benaissa Cherif, Abdelkader Moumen, Khaled Zennir, Keltoum Bouhali   +6 more
doaj   +1 more source

Results on the Supremum of Fractional Brownian Motion

, 2009
We show that the distribution of the square of the supremum of reflected fractional Brownian motion up to time a, with Hurst parameter-H greater than 1/2, is related to the distribution of its hitting time to level 1, using the self similarity property of fractional Brownian motion.
openaire   +5 more sources

The SIR Model in a Moving Population: Propagation of Infection and Herd Immunity

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT In a collection of particles performing independent random walks on Zd$\mathbb {Z}^d$ we study the spread of an infection with SIR dynamics. Susceptible particles become infected when they meet an infected particle. Infected particles heal and are removed at rate ν$\nu$.
Duncan Dauvergne, Allan Sly
wiley   +1 more source

Pricing of Equity Indexed Annuity under Fractional Brownian Motion Model

Abstract and Applied Analysis, 2014
Fractional Brownian motion with Hurst exponent H∈(1/2,1) is a good candidate for modeling financial time series with long-range dependence and self-similarity.
Lin Xu, Guangjun Shen, Dingjun Yao
doaj   +1 more source