Results 141 to 150 of about 1,268 (179)

Enhanced long wavelength Mermin-Wagner-Hohenberg fluctuations in active crystals and glasses. [PDF]

Nat Commun
Dey S, Bhattacharya A, Karmakar S.
europepmc   +1 more source

Diffusion Tensor Imaging (DTI) as a Non-Invasive Tool for Assessing Pediatric Kidney Transplants: A Feasibility Study. [PDF]

Pediatr Transplant
Serai SD, Morales T, Vossough D, Amaral S, Otero HJ, Baquerizo BV.   +5 more
europepmc   +1 more source

Mixed sub-fractional Brownian motion [PDF]

Random Operators and Stochastic Equations, 2014
Abstract A new extension of the sub-fractional Brownian motion, and thus of the Brownian motion, is introduced. It is a linear combination of a finite number of sub-fractional Brownian motions, that we have chosen to call the mixed sub-fractional Brownian motion.
Mounir Zili
exaly   +3 more sources

Some Extensions of Fractional Brownian Motion and Sub-Fractional Brownian Motion Related to Particle Systems

Electronic Communications in Probability, 2007
In this paper we study three self-similar, long-range dependence, Gaussian processes.
Anna Talarczyk, Tomasz Bojdecki
exaly   +4 more sources

Some of the next articles are maybe not open access.

Related searches:

Pricing geometric asian power options in the sub-fractional brownian motion environment

Chaos, Solitons and Fractals, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xiangxing Tao
exaly   +2 more sources

Mixed Sub-fractional Brownian Motion and Drift Estimation of Related Ornstein–Uhlenbeck Process [PDF]

Communications in Mathematics and Statistics, 2022
In this paper, we will first give the numerical simulation of the sub-fractional Brownian motion through the relation of fractional Brownian motion instead of its representation of random walk. In order to verify the rationality of this simulation, we propose a practical estimator associated with the LSE of the drift parameter of mixed sub-fractional ...
Chunhao Cai, Weilin Xiao
exaly   +3 more sources

Some properties of the sub-fractional Brownian motion

Stochastics, 2007
We study several properties of the sub-fractional Brownian motion (fBm) introduced by Bojdecki et al. related to those of the fBm. This process is a self-similar Gaussian process depending on a parameter H ∈ (0, 2) with non stationary increments and is a generalization of the Brownian motion (Bm).
exaly   +2 more sources

On the simulation of sub-fractional Brownian motion

2015 20th International Conference on Methods and Models in Automation and Robotics (MMAR), 2015
We present a method for numerical approximation of sample paths of the sub-fractional Brownian motion. Taking into account the main properties of the stochastic process, the main idea of this methods consists in the replacement of the process integral representation by a Riemann sum. We also give an estimate of an upper bound on the approximation error
Aneta Morozewicz, Darya V. Filatova
openaire   +1 more source

On the Wiener integral with respect to a sub-fractional Brownian motion on an interval

Journal of Mathematical Analysis and Applications, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
exaly   +2 more sources

Stochastic integration with respect to the sub-fractional Brownian motion with

Statistics & Probability Letters, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shen, Guangjun, Chen, Chao
openaire   +1 more source