Results 131 to 140 of about 257,172 (325)
On the Reflected Geometric Brownian Motion with Two Barriers
Intelligent Information Management, 2010 In this paper, we are concerned with Re?ected Geometric Brownian Motion (RGBM) with two barriers. And the stationary distribution of RGBM is derived by Markovian in?nitesimal Generator method. Consequently the ?rst passage time of RGBM is also discussed.
Ziping Du, Lidong Zhang
openaire +2 more sources
Antibacterial and antiviral activity of a highly efficient electrospun r‐PET nanofiber
The Canadian Journal of Chemical Engineering, EarlyView.Abstract Since the COVID‐19 pandemic, the emergence of clean air has increased interest in developing antimicrobial air filters, targeting sterilization and public health concerns. Nanofibers are a promising approach due to their high efficiency in air filtration, while nanoparticles adhered to the fibre surfaces can improve safety due to the biocidal ...
Karine Machry +8 more
wiley +1 more source
Geometric RSK and the Toda lattice
, 2013 We relate a continuous-time version of the geometric RSK correspondence to the Toda lattice, in a way which can be viewed as a semi-classical limit of a recent result by the author which relates the continuous-time geometric RSK mapping, with Brownian ...
O'Connell, Neil
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First‐order Sobolev spaces, self‐similar energies and energy measures on the Sierpiński carpet
Communications on Pure and Applied Mathematics, EarlyView.Abstract For any p∈(1,∞)$p \in (1,\infty)$, we construct p$p$‐energies and the corresponding p$p$‐energy measures on the Sierpiński carpet. A salient feature of our Sobolev space is the self‐similarity of energy. An important motivation for the construction of self‐similar energy and energy measures is to determine whether or not the Ahlfors regular ...
Mathav Murugan, Ryosuke Shimizu
wiley +1 more source
BarekengStocks have high-profit potential but also have high risk. Many people have ways to forecast stock prices. The Geometric Brownian Motion (GBM) method forecasts stock prices.
Dimas Avian Maulana +5 more
doaj +1 more source
Communications on Pure and Applied Mathematics, EarlyView.Abstract The problem of deriving a gradient flow structure for the porous medium equation which is thermodynamic, in that it arises from the large deviations of some microscopic particle system is studied. To this end, a rescaled zero‐range process with jump rate g(k)=kα,α>1$g(k)=k^\alpha, \alpha >1$ is considered, and its hydrodynamic limit and ...
Benjamin Gess, Daniel Heydecker
wiley +1 more source
Percolation phenomena for Brownian motion from a geometric viewpoint [PDF]
, 2008 Julie O’Donovan
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ChemPhysChem, EarlyView.The electrochemical currents of oxide formation, hydrogen evolution reaction, and oxygen reduction reaction are shown to affect the potential dependencies of measured capacitances. Based on these findings, the routine approach of evaluating models for the electrochemical double layer and determining potentials of zero charge by capacitance measurements
Maximilian Schalenbach +2 more
wiley +1 more source
First Hitting Problems for Markov Chains That Converge to a Geometric Brownian Motion [PDF]
, 2011 Mario Lefebvre, Moussa Kounta
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Meshfree Approximation for Multi-Asset Options [PDF]
We price multi-asset options by solving their price partial differential equations using a meshfree approach with radial basis functions under jump-diffusion and geometric Brownian motion frameworks. In the geometric Brownian motion framework, we propose
Aanand Venkatramanan, Emmanuel Hanert
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