Results 91 to 100 of about 257,172 (325)
A collection of results relating the geometry of plane domains and the exit time of planar Brownian motion [PDF]
arXiv, 2021 We prove a number of results relating exit times of planar Brownian with the geometric properties of the domains in question. Included are proofs of the conformal invariance of moduli of rectangles and annuli using Brownian motion; similarly probabilistic proofs of some recent results of Karafyllia on harmonic measure on starlike domains; examples of ...
arxiv
Advanced Science, EarlyView.Using microfluidic models of capillary networks, this study discovered that fluid shear stresses on circulating tumor cells transiting through capillary‐sized bifurcations shed a novel class of shear‐dependent large extracellular vesicle, “shearosomes”, whose proteome comprises of over 3000 distinct proteins.
Angelos Vrynas +16 more
wiley +1 more source
Geometric Brownian Motion in Stock Prices
Journal of Physics: Conference Series, 2019 Abstract Financial instability estimates the changes of the cost of a monetary instrument. It is a proportion of properties of the Stock prices stability. Fractal investigations are used to assess the money related instability. Forecasting of stock prices acts as an important challenge based on the Random Walk theory.
G Jayalalitha, K Suganthi
openaire +2 more sources
Advanced Science, EarlyView.This study demonstrates a pump‐free, hydraulic‐amplification oscillatory microfluidic device, which generates oscillatory flows by deforming flexible microchannels through reciprocating finger pressing. The mechanism of elasto‐inertial focusing in the oscillatory flows is revealed, and early detection of drug‐treated platelet aggregates and rapid cell ...
Yong Liu +3 more
wiley +1 more source
Geometric Brownian Motion with delay: mean square characterisation [PDF]
arXiv, 2007 A geometric Brownian motion with delay is the solution of a stochastic differential equation where the drift and diffusion coefficient depend linearly on the past of the solution, i.e. a linear stochastic functional differential equation. In this work the asymptotic behavior in mean square of a geometric Brownian motion with delay is completely ...
arxiv
Aggregate, EarlyView.Cationic peptides aggregate citrate‐capped gold nanoparticles (AuNPs), producing a colorimetric change. The figure highlights the interplay between the intermolecular attractive and repulsive forces governing the colloidal stability of the nanoparticles.
Benjamin Lam +5 more
wiley +1 more source
The Randomized American Option as a Classical Solution to the Penalized Problem
Journal of Function Spaces, 2015 We connect the exercisability randomized American option to the penalty method by showing that the randomized American option value u is the unique classical solution to the Cauchy problem corresponding to the canonical penalty problem for American ...
Guillaume Leduc
doaj +1 more source
Discrete Sums of Geometric Brownian Motions, Annuities and Asian Options [PDF]
Insurance: Mathematics and Economics 2016, Volume 70, 19-37, 2016 The discrete sum of geometric Brownian motions plays an important role in modeling stochastic annuities in insurance. It also plays a pivotal role in the pricing of Asian options in mathematical finance. In this paper, we study the probability distributions of the infinite sum of geometric Brownian motions, the sum of geometric Brownian motions with ...
arxiv
Advancements in Machine Learning for Microrobotics in Biomedicine
Advanced Intelligent Systems, EarlyView.Microrobotics is an innovative technology with great potential for noninvasive medical interventions. However, controlling and imaging microrobots pose significant challenges in complex environments and in living organisms. This review explores how machine learning algorithms can address these issues, offering solutions for adaptive motion control and ...
Amar Salehi +6 more
wiley +1 more source
Which is the right option for Indian market: Gaussian, normal inverse Gaussian, or Tsallis?
IIMB Management Review, 2019 This paper models Nifty spot prices using frameworks based on Gaussian distribution (geometric Brownian motion) and non-Gaussian distributions, viz. normal inverse Gaussian (NIG), and Tsallis distributions, to investigate which model best captures the ...
Prasenjit Chakrabarti +1 more
doaj