Results 1 to 10 of about 568 (74)

Skewed brownian fluctuations in single-molecule magnetic tweezers. [PDF]

PLoS ONE, 2014
Measurements in magnetic tweezers rely upon precise determination of the position of a magnetic microsphere. Fluctuations in the position due to Brownian motion allows calculation of the applied force, enabling deduction of the force-extension response ...
Daniel R Burnham, Iwijn De Vlaminck, Thomas Henighan, Cees Dekker   +3 more
doaj   +1 more source

A Simulation-Based Study on Bayesian Estimators for the Skew Brownian Motion

Entropy, 2016
In analyzing a temporal data set from a continuous variable, diffusion processes can be suitable under certain conditions, depending on the distribution of increments.
Manuel Barahona, Laura Rifo, Maritza Sepúlveda, Soledad Torres   +3 more
doaj   +1 more source

A Solution to the Time-Scale Fractional Puzzle in the Implied Volatility

Fractal and Fractional, 2017
In the option pricing literature, it is well known that (i) the decrease in the smile amplitude is much slower than the standard stochastic volatility models and (ii) the term structure of the at-the-money volatility skew is approximated by a power-law ...
Hideharu Funahashi, Masaaki Kijima
doaj   +1 more source

On Tightness of the Skew Random Walks

Journal of Probability and Statistics, 2012
The primary purpose of this paper is to prove a tightness of 𝛼-skew random walks. The tightness result implies, in particular, that the 𝛼-skew Brownian motion can be constructed as the scaling limit of such random walks.
Youngsoo Seol
doaj   +1 more source

Asymptotics of Symmetric Polynomials: A Dynamical Point of View. [PDF]

Commun Math Phys
Guionnet A, Huang J.
europepmc   +1 more source

Occupation Times on the Legs of a Diffusion Spider. [PDF]

Entropy (Basel)
Salminen P, Stenlund D.
europepmc   +1 more source

Advances in Nanoemulsion Characterization Techniques and Their Role in Oil Displacement Mechanisms. [PDF]

Molecules
Gong R, Feng X, Ma M, Liu Y, Li Y, Shi F, Duan X.   +6 more
europepmc   +1 more source

A classic key innovation constrains oral jaw functional diversification in fishes. [PDF]

Evol Lett
Roberts-Hugghis AS, Martinez CM, Corn KA, Wainwright PC.   +3 more
europepmc   +1 more source

The Role of Double-Diffusion Convection and Induced Magnetic Field on Peristaltic Pumping of a Johnson-Segalman Nanofluid in a Non-Uniform Channel. [PDF]

Nanomaterials (Basel), 2022
Khan Y, Akram S, Athar M, Saeed K, Muhammad T, Hussain A, Imran M, Alsulaimani HA.   +7 more
europepmc   +1 more source

A stochastic mechanism drives fast substrate translocation in the AAA+ machine ClpB. [PDF]

Nat Commun
Casier R, Levy D, Riven I, Barak Y, Haran G.   +4 more
europepmc   +1 more source