brownian

The impulse consumption control strategy of the problem is governed by a mixed process-geometrical Brownian motion and a Poisson process.

The smaller the diameter of filtration medium was, the bigger the Brownian diffusion deposition and smaller the filtration efficiency were.

Results showed that the smaller the diameter of aerosol particle was, the bigger the Brownian diffusion deposition was.

Thesis shows that the insulator surface pollution process has matter with Brownian motion, the air drag force, turbulent diffusion, gravity.

This simple result is at the root of the arithmetic and algebra of Brownian motion and particle diffusion.

is the first direct test of the equipartition theorem for Brownian particles, one of the basic tenets of statistical mechanics.

Nature, however, has found ways to put Brownian motion to work rather than fighting it.

Empirical analysis shows Brownian-fractional Brownian model can fit the long-term dependence and the momentum effects of stock returns well.

These devices exploit the fact that Brownian motion displaces small particles farther than it does big ones.

Firstly, we introduce the definition, properties and integral theory of fractional Brownian motion.

Estimations of the moments of the hitting time by Brownian motions on general Riemannian manifolds are also obtained.

Theorists have argued that Brownian motion may not be completely random, as Einstein predicted, and now experimentalists have confirmed it.

Through the numerical simulation, a direct stepping motion curve of single Brownian particle is obtained.

The paper addresses the optimal portfolio selection problem which risky assets follows geometric Brownian motion.

I think of Brownian motion: suspension in a gas or liquid particles are constantly doing scrambled of order movement.

Then, it introduces the basic definitions of Brownian motion, some Equivalent definitions and properties.

The conceptions of fractal, fractal dimension and the mathematical model of fractional Brownian motion are discussed in this paper.

Air and water feel as thick as molasses, and Brownian motion militates against forcing molecules to move in precise ways.

Brownian dynamics simulation of dilute surfactant solution was performed under steady shear flow.

The Black-Scholes formula has an important assumption: the evolution of underlying asset follows the Brownian motion.

Under null hypothesis, the process converges to a standard Brownian bridge.

Therefore, the study of option pricing in fractional Brownian motion environment is much more wide and practical.

Already this year, Einstein has completed his Ph. D. thesis, finished one paper on photons and another on Brownian motion.

Therefore, researchers introduced another stochastic source, jump, which is totally different from Brownian motion.

Second, we get power option pricing in fractional Brownian motion environment.

Brownian dynamics method is used to simulate the trajectory of DNA in the microchannel where DNA is modeled by the wormlike bead-rod chain.

The Brownian movement of pollens also shows the fractal characteristics.

Introduction to fuzzy calculus As we all known, Brownian motion is an important type of stochastic process.

Based on the fractional Brownian movement model, a practical approach is presented to detect an artificial target from natural background.

Large fluctuations in the stock market are far more common than Brownian motion predicts.

Topics include Brownian motion, thermal noise, information theory, entropy, and the author's personal view of Maxwell's Demon.

The elastic collision mechanism of Brownian motion is studied, and the equipartition of kinetic energy of Brownian particle has been proved.

The most important statistical features of Brownian motion are its mean and its standard deviation.

At the same time, astronomers can look for the spacetime analogues of random Brownian motion.

I measured it, 1. 33. Again, again, again. Long measurements, big Brownian motions, 1. 33.

Every day, we try to discern some kind of order in the Brownian motion of day-to-day stock volatility.

The Moment Generating Function for Occupation Measure of Additive Brownian Motion

One Hundred Years of the Theory of Brownian Motion

An analysis of influence led by Brownian movement on measurement result of Millikan's oil-drop

Fully Coupled Forward-Backward Stochastic Differential Equations with Brownian Motion and Poisson Processes under Local Lipschitz Condition

Brownian Ratchet with a Position-dependent Two-state Random Perturbation

Texture Classification Using Fractional Brownian Motion and Probabilistic Neural Network

The analysis of the model of fractal Brownian motion and its applications to terrain

Pricing on European contingent claim with stochastic life under fractional Brownian motion environment

Brownian Dynamics Simulation of Self-diffusion Coefficients of Electrolyte Solutions

New proof of the existence of continuous sample functions brownian sheet

Trapping stiffness measurement with brownian motion analysis method at low sampling frequency

Curvilinear boundary crossing probability of standard Brownian motion

this chapter models the value of investment project as geometric brownian motion and uses contingent claim for the valuation

Study on the Transport Properties of Aqueous Electrolyte Solution by Brownian Dynamics Simulation

Pricing of Compound Option in a Fractional Brownian Motion Environment

Fire Smoke Particle Size Distribution Evolution Under Brownian Coagulation

Pricing European Foreign Currency Options under Fractional Brownian Motion

Pricing of Spread Option with the Underlying Asset Price Following Fractional Brownian Motion

Experimental Preparation and Demonstration of Brownian Movement in Physics of Senior High School

Super-Brownian Motion: The Limiting Behaviour of the Mass Process and the Extension of the State Space

Brownian dynamics simulation of the interaction between DNA and histone

The Localization Phenomenon for the Occupation Measure of Brownian Sheet

Optimal portfolio in fractional Brownian motion environment

Linear Boundary Crossing Probability for Standard Brownian Motion

Dynamic analysis for a Brownian particle in optical trap

Structural Modeling of Credit Risk in Fractional Brownian Motion Environment

The Influence of Environment Temperature to the Brownian Particle's Directed Motion

Analysis on Occupation Measure of Spatial Brownian Sheet Which Come from Local Propagation on Line

Nonlinear Filtering With Fractional Brownian Motion

Analyzing Rotor Rotating Error Using Fractional Brownian Motion

The Multifractal Analysis for the Sample Paths of Additive Brownian Motion

The Dimension of the Strong and Weak Variation of Generalized Brownian Sheet

On Some Maximal Inequalities for the Mixed Fractional Brownian Motion

Generating and scaling fractional Brownian motion on finite domains

Application of toy laser to film interference and Brownian motion experiments

A Functional Limit Theorem on increment of Fractional Brownian Motions

Wavelet Transform and Fractal Brownian Model of Hepatic Fibrosis CT Images

The Multifractal Analysis for the Sample Paths of Brownian Sheet

A nonuniform ratchet model with Gauss-transition rates for Brownian motor

Fractal Brownian Motion Model of Multipath Fading Channels

Effect of internal noise on nonlinear relaxation for brownian particle

Stationary solution of motion of active Brownian particle

Researching on Brownian Dynamics of Potassium Ion Channel

Fractional brownian motion and binary market models

Design of Brownian Motion Experiment Research

Fractal Brownian Motion and Study on Terrain Simulation

Impact of Brownian Diffusion on Granular Bed Filtration

Scene navigability analysis method based on discrete fractional brownian random field model

the range of super - brownian motions on hyperbolic space

Asymptotic Behavior of Super Brownian Motion

Optimal Doubling Points for Brownian Motion with Drift

Review and PC Demonstration of Brownian Motion Theory

Arithmetic Research of Fractal Dimension with Image Face Based on Fractional Brownian Motion

Log with Knot-Hole Image Processing Based on the Discrete Brownian Random Field and Fractal Parameter

Computation of Fractal Dimension for Image Based on Brownian Model and Wavelet Transform

Fractional Brownian motions and sheets are investigated for the first time as white noise functionals;

Maximum of Brownian Motion and Ladder Option

Effect of confined geometry on Brownian motion

Fractal Dimension Estimation of Signal Based on Fractal Brownian Motion Model

A Physical Model for Two-headed Brownian Motors

The First Hitting Manner of Super-Brownian Motions

Simulation of Natural Landscape Based on Fractal Brownian Motion

A CAC Algorithm Based on the Fraction Brownian Motion Envelope Process

Fractal Brownian motion modeling based on ARMA

Smoothness of exit time in Brownian motion