Results 41 to 50 of about 52,895 (269)
Mathematics, 2022 The present article proposes a methodology for modeling the evolution of stock market indexes for 2020 using geometric Brownian motion (GBM), but in which drift and diffusion are determined considering two states of economic conjunctures (states of the ...
Vasile Brătian +3 more
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Infinite ergodicity for geometric Brownian motion
, 2022 Geometric Brownian motion is an exemplary stochastic processes obeying multiplicative noise, with widespread applications in several fields, e.g. in finance, in physics and biology. The definition of the process depends crucially on the interpretation of the stochastic integrals which involves the discretization parameter $α$ with $0 \leq α\leq 1 ...
Giordano, Stefano +2 more
openaire +2 more sources
Nanothermometry in Living Cells: Physical Limits, Conceptual and Material Challenges
Advanced Functional Materials, EarlyView.Heat and temperature are fundamental to life. When nanothermometers began probing regions as small as a living cell, they triggered controversial claims of large intracellular temperature gradients. We review physical constraints energy‐conservation, entropy production, thermodynamic fluctuations, and molecular dynamics.
Taras Plakhotnik
wiley +1 more source
Large Deviation Principle for Enhanced Gaussian Processes [PDF]
, 2006 We study large deviation principles for Gaussian processes lifted to the free nilpotent group of step N. We apply this to a large class of Gaussian processes lifted to geometric rough paths.
Friz, Peter, Victoir, Nicolas
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Hitting distributions of geometric Brownian motion [PDF]
Studia Mathematica, 2006 Let $τ$ be the first hitting time of the point 1 by the geometric Brownian motion $X(t)= x \exp(B(t)-2μt)$ with drift $μ\geq 0$ starting from $x>1$. Here $B(t)$ is the Brownian motion starting from 0 with $E^0 B^2(t) = 2t$. We provide an integral formula for the density function of the stopped exponential functional $A(τ)=\int_0^τX^2(t) dt$ and ...
Byczkowski, T., Ryznar, M.
openaire +2 more sources
Multiplex Modular Nanorobotic Systems with Catalytic Activity under Magnetic Navigation
Advanced Functional Materials, EarlyView.We present modular nanorobots composed of a magnetic propulsion module and different extension modules carrying functional activities, assembled via DNA base pairing. The system integrates propulsion, optical tracking, enzymatic catalysis, and cell docking in a programmable manner.
Voichita Mihali +7 more
wiley +1 more source
A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion. [PDF]
, 2008 We construct a martingale which has the same marginals as the arithmetic average of geometric Brownian motion. This provides a short proof of the recent result due to P.
Baker, David, Yor, Marc
core +4 more sources
Advanced Functional Materials, EarlyView.Developing recyclable materials for magnetic robotics that combine rapid response and self‐healing properties is challenging. Hence, this study focuses on the integration of magnetothermal nanoparticles into a dynamic sorbitol‐based vitrimer, a recyclable composite capable of remote actuation and self‐healing by magnetic heating.
Maria Weißpflog +3 more
wiley +1 more source
Dual‐Mode Magnetic Elastomer for On‐Demand Motion and Degradation
Advanced Functional Materials, EarlyView.A dual‐mode magnetic elastomer is introduced, enabling DC field‐driven programmable actuation and AC field‐driven magnetothermal degradation. GHz‐range magnetic fields generate ultrafast heating of magnetic nanoparticles that activates cleavage of the silicone elastomer matrix.
Jieun Han +13 more
wiley +1 more source
A diffusion process as a model for temperature variations
Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e NaturaliA geometric Brownian motion is proposed as a model for the variations of temperature from day to day. For short-term forecasts, the parameters of the geometric Brownian motion are estimated from the two most recent observations.
Mario Lefebvre
doaj +1 more source