نتایج جستجو برای: standard brownian motion

تعداد نتایج: 723228  

Journal: :Stochastic Processes and their Applications 2015

Journal: :Physical Review A 2008

2015

Brownian motion and stochastic flow systems. Wiley series inrprobability and mathematical statistics. Applied probability and statistics, ISSN. 0271-6232.Brownian motion is the seemingly random movement of particles suspended in a fluid or a. stochastic flow systems would be presented in this report.Harrison, J. Brownian motion and stochastic flow systems II. Originally published: New York : Wi...

2017
Jean Picard

We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients. The basic notions of fractional calculus which are needed for the study are introduced. As an application, we also prove some properties of the Cameron-Marti...

C. Kalyani, M. Chenna Krishna Reddy N. Kishan

The problem of steady Magnetohydrodynamic boundary layer flow of an electrically conducting nanofluid due to an exponentially permeable stretching sheet with heat source/sink in presence of thermal radiation is numerically investigated. The effect of transverse Brownian motion and thermophoresis on heat transfer and nano particle volume fraction considered. The governing partial differential eq...

  In this research we have studied the Brownian motion of a heavy particle in thermalized plasma. This plasma is made of quarks and gluons and it is different with normal plasma. Since, coupling constant is strong in this plasma, usual perturbation method does not  work for the study  of this plasma. For this purpose AdS/CFT duality is used. Based on the AdS/CFT duality to consider temperature...

2014
Monique de Jager Frederic Bartumeus Andrea Kölzsch Franz J. Weissing Geerten M. Hengeveld Bart A. Nolet Peter M. J. Herman Johan van de Koppel

Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when foraging in resource-poor environments. Yet, empirical studies reveal animals moving in a Brownian fa...

In this research various nonlinear fluid models have been introduced and the balloon movement in the porous arteries, including third-order non-Newtonian fluid, is described under the influence of the magnetic field. In order to solve the nonlinear equations governing the desired artery, an analytical method of approximation collocation and least squares are proposed. The effect of various para...

2002
Stewart Mayhew

Applications in financial engineering have relied heavily on Brownian Motion as a workhorse model for pricing derivative securities and implementing risk management programs. When more than one state variable is required, the standard approach is to use a multivariate Brownian Motion with constant correlations. This article briefly summarizes several important reasons why this approach is not a...

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