Results 51 to 60 of about 52,895 (269)
Application of the Fractal Brownian Motion to the Athens Stock Exchange
Fractal and FractionalThe Athens Stock Exchange (ASE) is a dynamic financial market with complex interactions and inherent volatility. Traditional models often fall short in capturing the intricate dependencies and long memory effects observed in real-world financial data. In
John Leventides +5 more
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Fractional Brownian motion with a reflecting wall [PDF]
, 2018 Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion.
Vojta, Thomas, Wada, Alexander H. O.
core +3 more sources
Generalizing Geometric Brownian Motion
, 2018 19 ...
Carr, Peter, Zhang, Zhibai
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Advanced Healthcare Materials, EarlyView.Wound closure is governed by geometry‐orientation coupling: aligned fibers speed migration along their axis but hinder perpendicular advance. In vivo diabetic wound experiments with composition‐matched fibrin, combined with an anisotropic diffusion (biased random‐walk) model, quantify this trade‐off and generate a healing landscape.
Yin‐Yuan Huang +13 more
wiley +1 more source
An Analytic Solution for a Vasicek Interest Rate Convertible Bond Model
Journal of Applied Mathematics, 2010 This paper provides the analytic solution to the partial differential equation for the value of a convertible bond. The equation assumes a Vasicek model for the interest rate and a geometric Brownian motion model for the stock price.
A. S. Deakin, Matt Davison
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Plasmonic Nanomachines: Creating Local Potential Gradients and Motions
Advanced Materials, EarlyView.Plasmonic nanomachines can generate optical, thermal, and chemical potential gradients to drive directional rectilinear, rotational, and twisting motions at the nanometer scale. The integration of multimodal plasmonic forces with functional materials and programmed structural distortions enables precise spatiotemporal actuation, thereby providing a ...
Yoonhee Kim +3 more
wiley +1 more source
Forecasting portfolio returns with skew‐geometric Brownian motions
Applied Stochastic Models in Business and Industry, 2022 AbstractThe gist of this work is to propose a minimum tracking error portfolio that could be adopted not only as an automated alternative to ETFs but, it could also be potentially used to anticipate market changes in the target index. This goal has been achieved by adopting skew Brownian motion as a general framework.
Bufalo M., Liseo B., Orlando G.
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Magnetic Droplet Manipulation on Open Surfaces
Advanced Materials Technologies, EarlyView.Recent advances in the manipulation of magnetic droplets demonstrate various manipulations on open surfaces, including transport, splitting, merging, and force‐controlled motion, enabled by magnetic particles and external fields. ABSTRACT Manipulation of liquids on a smaller scale enables applications in various fields, particularly diagnostics and ...
Robab Jahangir, Vahid Nasirimarekani
wiley +1 more source
Alexandria Engineering Journal, 2023 The influence of Thermophoresis and Brownian motion on the pulsing flow of nano-fluid (blood) through a curved artery with stenosis and post-stenotic dilatation in its interior is investigated numerically.
M. Hussain, M.S. Shabbir
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Using a geometric Brownian motion to control a Brownian motion and vice versa
Stochastic Processes and their Applications, 1997 Consider a one-dimensional controlled process \(x(t)\) governed by the equation \[ dx(t)=a(\xi (t))dt+b(\xi (t))u(\xi (t))dt+[N(\xi (t))]^{1/2}dW(t), \] where \(\xi (t):=(x(t),t)\). The aim of the homing control problem is to minimize the expectation of a functional of the form \[ J(x)=\int _0^{T(x)} [\tfrac {1}{2}q(\xi (t))u^2(\xi (t))+\lambda ]dt, \]
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