Results 101 to 110 of about 257,172 (325)
Brownian Motion on a Sphere: Distribution of Solid Angles
, 2000 We study the diffusion of Brownian particles on the surface of a sphere and compute the distribution of solid angles enclosed by the diffusing particles.
Krishna, M. M. G. +2 more
core +2 more sources
Advanced Contactless Bioassembly Approaches: Leveraging Sound, Optical, and Magnetic Fields
Advanced NanoBiomed Research, EarlyView.This review explores innovative contactless bioassembly techniques driven by sound, light, and magnetic fields, which enable the precise organization of cells, biomaterials, and bioactive substances into complex 3D structures. These technologies, crucial for in vitro modeling and regenerative medicine, are examined in detail, highlighting their ...
Micaela Natta +4 more
wiley +1 more source
, 2017 It is known that the Brownian bridge or L\'evy-Ciesielski construction of Brownian paths almost surely converges uniformly to the true Brownian path. In the present article the focus is on the error.
Brown, Bruce +3 more
core
Pricing of Proactive Hedging European Option with Dynamic Discrete Position Strategy
Discrete Dynamics in Nature and Society, 2019 Proactive hedging European option is an exotic option for hedgers in the options market proposed recently by Wang et al. It extends the classical European option by requiring option holders to continuously trade in underlying assets according to a ...
Meng Li, Xuefeng Wang, Fangfang Sun
doaj +1 more source
On the Probabilities of Correlated Defaults: a First Passage Time Approach
Nonlinear Analysis, 2008 This article investigates the joint probability of correlated defaults in the first passage time approach of credit risk subject to condition that the underlying firms’ assets values and the default boundaries follow geometric Brownian motion processes ...
M. Valužis
doaj +1 more source
Matrix valued Brownian motion and a paper by Polya [PDF]
arXiv, 2008 We give a geometric description of the motion of eigenvalues of a Brownian motion with values in some matrix spaces. In the second part we consider a paper by Polya where he introduced a function close to the Riemann zeta function, which satisfies Riemann hypothesis.
arxiv
Holder-extendible European option: corrections and extensions
, 2014 Financial contracts with options that allow the holder to extend the contract maturity by paying an additional fixed amount found many applications in finance.
Haug, Ibrahim, PAVEL V. SHEVCHENKO
core +1 more source
A Hybrid Approach for Multiple Particle Tracking Microrheology
International Journal of Advanced Robotic Systems, 2013 Geometric object detection has many applications, such as in tracking. Particle tracking microrheology is a technique for studying mechanical properties by accurately tracking the motion of the immersed particles undergoing Brownian motion.
Liangjun Xie +3 more
doaj +1 more source
Asymptotic and exponential decay in mean square for delay geometric Brownian motion [PDF]
, 2021 Jan Haškovec
openalex +1 more source
Options Pricing with Arithmetic Brownian Motion and its Implication for Risk-Neutral Valuation [PDF]
Risk-neutral valuation is used widely in derivatives pricing. It is shown in this paper, however, that the naïve approach of simply setting the growth rate of the underlying security to risk-free interest rate, which happens to work for a geometric ...
Qiang Liu
core