Results 71 to 80 of about 4,870 (273)
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
core
3D Printing Innovations in Polymeric Porous and Patterned Architecture
Advanced Functional Materials, EarlyView.Polymeric foams occupy a unique structural space between dense solids and open networks, where engineered void fraction governs mechanical compliance, thermal resistance, and mass transport. Additive manufacturing now enables precise spatial control over cellular architecture, unlocking designer foam structures across applications spanning crash ...
Dhanush Patil +13 more
wiley +1 more source
Fractional properties of geophysical field variability on the example of hydrochemical parameters
E3S Web of Conferences, 2017 Using the properties of compound Poisson process and its fractional generalizations, statistical models of geophysical fields variability are considered on an example of hydrochemical parameters system.
Shevtsov Boris, Shevtsova Olga
doaj +1 more source
Advanced Functional Materials, EarlyView.An effective strategy is developed to overcome the medium temperatures wear resistance degradation in refractory multi‐principal element alloys. By utilizing chemical short‐range ordering to trigger oxygen‐induced amorphization, a composite oxide structure is formed, which combines high hardness with robust stiffness.
Xuhui Pei +7 more
wiley +1 more source
Complex and Entropy of Fluctuations of Agent-Based Interacting Financial Dynamics with Random Jump
Entropy, 2017 This paper investigates the complex behaviors and entropy properties for a novel random complex interacting stock price dynamics, which is established by the combination of stochastic contact process and compound Poisson process, concerning with stock ...
Yiduan Wang +3 more
doaj +1 more source
Advanced Materials, EarlyView.Elephant‐skin‐inspired crack networks are programmed in porous diatomaceous earth (DE)‐cement composites using substrate‐guided, stress‐concentration induced fracture. The resulting crack lattices act as capillary conduits that redistribute water, while the porous matrix stores moisture.
Qingya Huang +5 more
wiley +1 more source
A New Compound Poisson Process and Its Fractional Versions [PDF]
We consider a weighted sum of a series of independent Poisson random variables and show that it results in a new compound Poisson distribution which includes the Poisson distribution and Poisson distribution of order k. An explicit representation for its
Vellaisamy, Palaniappan +1 more
core +2 more sources
Advanced Materials, EarlyView.Stacked nanoflake assembly (SNA) membranes can oscillate autonomously, offering opportunities for soft actuation and energy harvesting. This work uncovers the physical mechanism behind the sustained oscillation of SNA membranes in gradient humidity and identifies three governing dimensionless parameters, enabling rational design for optimizing SNA ...
Zijing Zhang +5 more
wiley +1 more source
Pricing Compound and Extendible Options under Mixed Fractional Brownian Motion with Jumps
Axioms, 2019 This study deals with the problem of pricing compound options when the underlying asset follows a mixed fractional Brownian motion with jumps. An analytic formula for compound options is derived under the risk neutral measure.
Foad Shokrollahi
doaj +1 more source
Nonlocal Metaspire: A Scalable Elastic Material Platform With Decoupled Mechanical Modes
Advanced Materials, EarlyView.Nonlocal Metaspire introduces sequential rotation to realize wider scalability in implementing complex nonlocal couplings in elastic metamaterials while suppressing unintended mode coupling. Numerical results clarify the underlying wave motions, demonstrate mode‐decoupled roton and maxon formation, and support a straightforward extension to higher ...
Seung Han Kim +3 more
wiley +1 more source