Forward Brownian Motion
نویسنده
چکیده
We consider processes which have the distribution of standard Brownian motion (in the forward direction of time) starting from random points on the trajectory which accumulate at −∞. We show that these processes do not have to have the distribution of standard Brownian motion in the backward direction of time, no matter which random time we take as the origin. We study the maximum and minimum rates of growth for these processes in the backward direction. We also address the question of which extra assumptions make one of these processes a twosided Brownian motion.
منابع مشابه
Stability theorem for stochastic differential equations driven by G-Brownian motion
In this paper, stability theorems for stochastic differential equations and backward stochastic differential equations driven by G-Brownian motion are obtained. We show the existence and uniqueness of solutions to forward-backward stochastic differential equations driven by G-Brownian motion. Stability theorem for forward-backward stochastic differential equations driven by G-Brownian motion is...
متن کاملExistence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion
متن کامل
CFD simulations on natural convection heat transfer of alumina-water nanofluid with Brownian motion effect in a 3-D enclosure
The CFD simulation has been undertaken concerning natural convection heat transfer of a nanofluid in vertical square enclosure, whose dimension, width height length (mm), is 40 40 90, respectively. The nanofluid used in the present study is -water with various volumetric fractions of the alumina nanoparticles ranging from 0-3%. The Rayleigh number is . Fluent v6.3 is used to simulate nanofluid ...
متن کاملBrownian Motion: The Link Between Probability and Mathematical Analysis
This article has no abstract.
متن کاملEffects of Brownian motion and Thermophoresis on MHD Mixed Convection Stagnation-point Flow of a Nanofluid Toward a Stretching Vertical Sheet in Porous Medium
This article deals with the study of the two-dimensional mixed convection magnetohydrodynamic (MHD) boundary layer of stagnation-point flow over a stretching vertical plate in porous medium filled with a nanofluid. The model used for the nanofluid incorporates the effects of Brownian motion and thermophoresis in the presence of thermal radiation. The skin-friction coefficient, Nusselt number an...
متن کامل