Results 61 to 70 of about 52,895 (269)
Information Transmission Strategies for Self‐Organized Robotic Aggregation
In this review, we discuss how information transmission influences the neighbor‐based self‐organized aggregation of swarm robots. We focus specifically on local interactions regarding information transfer and categorize previous studies based on the functions of the information exchanged.
Shu Leng +5 more
wiley +1 more source
Ruin probability in a risk model with variable premium intensity and risky investments [PDF]
We consider a generalization of the classical risk model when the premium intensity depends on the current surplus of an insurance company. All surplus is invested in the risky asset, the price of which follows a geometric Brownian motion.
Yuliya Mishura +2 more
doaj +1 more source
This paper focuses on the algorithms design of heterogeneous green scheduling for energy conservation and emission reduction in cloud computing. In essence, the real time, dynamic and complexity of heterogeneous scheduling require higher algorithm ...
Shaohui Li +3 more
doaj +1 more source
Mean-Variance Asset-Liability Management with State-Dependent Risk Aversion [PDF]
In this paper, we consider the asset-liability management under the mean-variance criterion. The financial market consists of a risk-free bond and a stock whose price process is modeled by a geometric Brownian motion.
Wang, Rongming, Wei, Jiaqin, Zhao, Qian
core
Brownian Motion on a Sphere: Distribution of Solid Angles
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
Fuel‐free Cu2O‐based micromotors functionalized with β‐cyclodextrin actively remove bisphenol A from water under visible light. The cyclodextrin shell captures BPA and enhances micromotor motility, leading to faster degradation and higher overall removal than nonfunctionalized Cu2O and Cu2O@Au.
Luisa Natalia Cordoba Urresti +3 more
wiley +1 more source
Asian Option Pricing with Transaction Costs and Dividends under the Fractional Brownian Motion Model
The pricing problem of geometric average Asian option under fractional Brownian motion is studied in this paper. The partial differential equation satisfied by the option’s value is presented on the basis of no-arbitrage principle and fractional formula.
Yan Zhang +3 more
doaj +1 more source
A new class of biohybrid spheroids is engineered through the self‐assembly of adherent cells and extracellular matrix‐mimetic hydrogel microparticles (microgels). By mimicking a snowballing effect, this approach enables scalable formation of porous, millimeter‐scale spheroids with enhanced cell viability and molecular diffusion.
Zaman Ataie +7 more
wiley +1 more source
Optimal Trade Execution under Jump Diffusion Process: A Mean-VaR Approach
In the classical optimal execution problem, the basic assumption of underlying asset price is Arithmetic Brownian Motion (ABM) or Geometric Brownian Motion (GBM).
Tianmin Zhou, Can Jia, Handong Li
doaj +1 more source
When to Sell or Hold a Stock:Empirical Evidence from an Emerging Market [PDF]
Data from an emerging market were used to determine when to sell or hold a stock for a single model of a stock whose price is assumed to be a geometric Brownian motion in which the jump Markov process changes back and forth between positive and negative ...
Ogundiran, T.J., Owoloko, E. A.
core

