نتایج جستجو برای: standard brownian motion

تعداد نتایج: 723228  

Journal: :Physics Reports 2009

Journal: :The Annals of Probability 2016

Journal: :International Journal of Modern Physics A 2017

Journal: :Physics-Uspekhi 1994

Journal: :Physical Review Letters 2010

2006
Francesco Russo Ciprian A. Tudor

This paper is devoted to analyze several properties of the bifractional Brownian motion introduced by Houdré and Villa. This process is a self-similar Gaussian process depending on two parameters H and K and it constitutes a natural generalization of the fractional Brownian motion (which is obtained for K = 1). We adopt the strategy of the stochastic calculus via regularization. Particular inte...

MHD boundary layer flow of two phase model nanofluid over a vertical plate is investigated both analytically and numerically. A system of governing nonlinear partial differential equations is converted into a set of nonlinear ordinary differential equations by suitable similarity transformations and then solved analytically using homotopy analysis method and numerically by the fourth order Rung...

Journal: :Physical Review A 1992

Journal: :Journal of Applied Probability 1978

1978
Jon A. Wellner JULIAN KEILSON

An 'oscillating' version of Brownian motion is defined and studied. 'Ordinary' Brownian motion and 'reflecting' Brownian motion are shown to arise as special cases. Transition densities, first-passage time distributions, and occupation time distributions for the process are obtained explicitly. Convergence of a simple oscillating random walk to an oscillating Brownian motion process is establis...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید