In this paper the whole family of fractional Brownian motions is constructed as a single Gaussian field indexed by time and the Hurst index simultaneously. The field has a simple covariance structure and it is related to two generalizations of fractional Brownian motion known as multifractional Brownian motions. A mistake common to the existing literature regarding multifractional Brownian moti...

A Brownian ratchet is a one-dimensional diffusion process that drifts towards a minimum of a periodic asymmetric sawtooth potential. A flashing Brownian ratchet is a process that alternates between two regimes, a one-dimensional Brownian motion and a Brownian ratchet, producing directed motion. These processes have been of interest to physicists and biologists for nearly 25 years. The flashing ...

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...

Simple random walk and Brownian motion are two strongly interconnected mathematical concepts. They are widely involved in not only pure math, but also in many other scientific fields. In this paper I will first introduce and define some basic concepts of discrete-time random walk. Then I will construct Brownian Motion with some basic properties, and use a method called the strong approximation ...

Denote by H(t) = (H1(t), . . . ,HN (t)) a function in t ∈ R+ with values in (0, 1) . Let {B(t)} = {B(t), t ∈ R+} be an (N, d)-multifractional Brownian sheet (mfBs) with Hurst functional H(t). Under some regularity conditions on the function H(t), we prove the existence, joint continuity and the Hölder regularity of the local times of {B(t)}. We also determine the Hausdorff dimensions of the lev...

There is a close relationship between critical exponents for proa-bilities of events and fractal properties of paths of Brownian motion and random walk in two and three dimensions. Cone points, cut points, frontier points, and pioneer points for Brownian motion are examples of sets whose Hausdorr dimension can be given in terms of corresponding exponents. In the latter three cases, the exponent...

The Brownian net, which has recently been introduced by Sun and Swart [SS08], and independently by Newman, Ravishankar and Schertzer [NRS08], generalizes the Brownian web by allowing branching. In this paper, we study the structure of the Brownian net in more detail. In particular, we give an almost sure classification of each point in R according to the configuration of the Brownian net paths ...