Abstract. In this note, a diffusion approximation result is shown for stochastic differential equations driven by a (Liouville) fractional Brownian motion B with Hurst parameter H ∈ (1/3, 1/2). More precisely, we resort to the Kac-Stroock type approximation using a Poisson process studied in [4, 7], and our method of proof relies on the algebraic integration theory introduced by Gubinelli in [13].

The market events of 2007-2009 have reinvigorated the search for realistic return models that capture greater likelihoods of extreme movements. In this paper we model the medium-term log-return dynamics in a market with both fundamental and technical traders. This is based on a Poisson trade arrival model with variable size orders. With simplifications we are led to an SDE mixing both arithmeti...

We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations size ε, and fast periodic sampling with period δ; 0<ε,δ≪1. State samples (measurements) are taken every δ time units, instantaneous rate change state depends on both current value most recent sample. For resulting stochastic process indexed by ε,δ, we obtain asymptotic appr...

This article is concerned with the design of a feedback control based on past states in order to make given unstable hybrid stochastic differential equation (SDE) be stable distribution (stabilization distribution). first this direction. Under global Lipschitz condition coefficients SDE, we will show that stabilization can achieved by linear delay controls. In particular, discuss how controls t...

The composition of the essential oils of Teucrium chamaedrys L. belongs to the family Lamiaceae, It is growing wild in the margin of mountainous roads of arid and cold climate of north Iran. In this research, essential oils of T. chamaedrys, extracted and measured at the different location by different methods of distillationand then were analyzed by GC and GC/MS. Investigation and comparison o...

The near-unity system detection efficiency (SDE) and excellent timing resolution of superconducting nanowire single-photon detectors (SNSPDs), combined with their other merits, have enabled many classical quantum photonic applications. However, the prevalent design based on meandering nanowires makes SDE dependent polarization states incident photons; for unpolarized light, major merit high wou...

BACKGROUND The frequency of hip arthroscopy for the treatment of acute and chronic chondrolabral pathology and femoroacetabular impingement (FAI) has increased exponentially over the past decade. While surgeon and patient radiation exposure has been well documented in other areas of the orthopaedic literature, little is known about the procedure-specific and cumulative doses affecting the hip a...

With the recent development in mobile computing devices and as the ubiquitous deployment of access points(APs) of Wireless Local Area Networks(WLANs), WLAN based indoor localization systems(WILSs) are of mounting concentration and are becoming more and more prevalent for they do not require additional infrastructure. As to the localization methods in WILSs, for the approaches used to localizati...

The random transitions of ion channels between conducting and nonconducting states generate a source of internal fluctuations in a neuron, known as channel noise. The standard method for modeling the states of ion channels nonlinearly couples continuous-time Markov chains to a differential equation for voltage. Beginning with the work of R. F. Fox and Y.-N. Lu [Phys. Rev. E 49, 3421 (1994)], th...

The market events of 2007-2009 have reinvigorated the search for realistic return models that capture greater likelihoods of extreme movements. In this paper we model the medium-term log-return dynamics in a market with both fundamental and technical traders. This is based on a Poisson trade arrival model with variable size orders. With simplifications we are led to a hybrid SDE mixing both ari...