Works matching DE "BROWNIAN motion"
Results: 4049
Approximation of skew Brownian motion by snapping‐out Brownian motions.
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- Mathematische Nachrichten, 2025, v. 298, n. 3, p. 829, doi. 10.1002/mana.202400179
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Reduction in the Searching Time to Find a Brownian Nanoparticle in the Fluid.
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- New Mathematics & Natural Computation, 2025, v. 21, n. 1, p. 61, doi. 10.1142/S1793005725500048
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Riemann–Liouville fractional stochastic evolution equations driven by mixed sub-fractional Brownian motion.
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- Random Operators & Stochastic Equations, 2025, v. 33, n. 1, p. 87, doi. 10.1515/rose-2025-2003
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Stochastic volatility modeling via mixed fractional Brownian motion.
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- Random Operators & Stochastic Equations, 2025, v. 33, n. 1, p. 67, doi. 10.1515/rose-2025-2001
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THE LIE GROUP ANALYSIS METHOD FOR HEAT TRANSFER IN STEADY BOUNDARY-LAYER FLOW FIELD OF NANOFLUID.
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- Thermal Science, 2025, v. 29, n. 1A, p. 267, doi. 10.2298/TSCI240405184Z
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A Probabilistic Representation of the Solution to a 1D Evolution Equation in a Medium with Negative Index: A Probabilistic Representation of the Solution...: É. Bonnetier et al.
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- Journal of Statistical Physics, 2025, v. 192, n. 3, p. 1, doi. 10.1007/s10955-025-03418-9
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Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks.
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- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2024, v. 21, n. 2, p. 1669, doi. 10.30757/ALEA.v21-63
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Extremal process for irreducible multi-type branching Brownian motion.
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- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2024, v. 21, n. 2, p. 1417, doi. 10.30757/ALEA.v21-54
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Reflected Brownian Motion in a wedge: sum-of-exponential absorption probability at the vertex and differential properties.
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- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2024, v. 21, n. 2, p. 1195, doi. 10.30757/ALEA.v21-46
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Hybrid nanofluids and bioconvection: insights into bacterial behavior and particle interaction.
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- Boundary Value Problems, 2025, v. 2025, n. 1, p. 1, doi. 10.1186/s13661-025-02025-7
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Determinants of Stochastic Distance-to-Default.
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- Journal of Risk & Financial Management, 2025, v. 18, n. 2, p. 91, doi. 10.3390/jrfm18020091
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On the Curvature of the Bachelier Implied Volatility.
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- Risks, 2025, v. 13, n. 2, p. 27, doi. 10.3390/risks13020027
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Author index Volume 24.
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- Stochastics & Dynamics, 2024, v. 24, n. 8, p. 1, doi. 10.1142/S0219493724990016
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- Article
Effective diffusivity of a Janus sphere in an external field.
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- Applied Mathematics & Mechanics, 2025, v. 46, n. 3, p. 539, doi. 10.1007/s10483-025-3226-9
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Occupation Times on the Legs of a Diffusion Spider.
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- Entropy, 2025, v. 27, n. 2, p. 179, doi. 10.3390/e27020179
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Applied Mathematicians Bake the Best Brownies: The Ultimate Pan Design.
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- UMAP Journal, 2013, v. 34, n. 2/3, p. 115
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A CONDITIONAL-HETEROSKEDASTICITY-ROBUST CONFIDENCE INTERVAL FOR THE AUTOREGRESSIVE PARAMETER.
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- Review of Economics & Statistics, 2014, v. 96, n. 2, p. 376, doi. 10.1162/REST_a_00369
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Accelerating diffusion on compact Riemannian surfaces by incompressible drift.
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- Analysis & Applications, 2017, v. 15, n. 5, p. 653, doi. 10.1142/S0219530516500184
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- Article
External Electric Field Control of Exciton Motion in Porphyrin‐Based Metal Organic Frameworks.
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- Chemistry - A European Journal, 2024, v. 30, n. 33, p. 1, doi. 10.1002/chem.202400180
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- Article
Nonclassical Crystallization Causes Dendritic and Band‐Like Microscale Patterns in Inorganic Precipitates.
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- Angewandte Chemie, 2023, v. 135, n. 36, p. 1, doi. 10.1002/ange.202306885
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Enzyme Conformation Influences the Performance of Lipase‐powered Nanomotors.
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- Angewandte Chemie, 2020, v. 132, n. 47, p. 21266, doi. 10.1002/ange.202008339
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Lipase‐Powered Mesoporous Silica Nanomotors for Triglyceride Degradation.
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- Angewandte Chemie, 2019, v. 131, n. 24, p. 8076, doi. 10.1002/ange.201900697
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A new encryption model for multimedia content using two dimensional Brownian motion and coupled map lattice.
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- Multimedia Tools & Applications, 2023, v. 82, n. 28, p. 43421, doi. 10.1007/s11042-023-14841-z
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Cryptanalysis and Improvement of Novel Image Encryption Technique Using Hybrid Method of Discrete Dynamical Chaotic Maps and Brownian Motion.
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- Multimedia Tools & Applications, 2022, v. 81, n. 5, p. 6571, doi. 10.1007/s11042-021-11810-2
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On Some Distributional Properties of Subordinated Gaussian Random Fields.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2661, doi. 10.1007/s11009-022-09958-x
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Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with more General Dependent Claim Risks and Defaultable Risk.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2743, doi. 10.1007/s11009-022-09927-4
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Random Assignment Versus Fixed Assignment in Multilevel Importance Splitting for Estimating Stochastic Reach Probabilities.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2313, doi. 10.1007/s11009-021-09892-4
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First Hitting Time of Brownian Motion on Simple Graph with Skew Semiaxes.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 3, p. 1805, doi. 10.1007/s11009-021-09884-4
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Solving Elliptic Equations with Brownian Motion: Bias Reduction and Temporal Difference Learning.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 3, p. 1603, doi. 10.1007/s11009-021-09871-9
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Optimal Dividend Strategy Under Parisian Ruin with Affine Penalty.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 3, p. 1385, doi. 10.1007/s11009-021-09865-7
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Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 789, doi. 10.1007/s11009-022-09959-w
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Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 963, doi. 10.1007/s11009-022-09931-8
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Hitting Time Problems of Sticky Brownian Motion and Their Applications in Optimal Stopping and Bond Pricing.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 1237, doi. 10.1007/s11009-021-09923-0
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A Numerical Method for Hedging Bermudan Options under Model Uncertainty.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 893, doi. 10.1007/s11009-021-09901-6
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On the Transition Density and First Hitting Time Distributions of the Doubly Skewed CIR Process.
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- Methodology & Computing in Applied Probability, 2021, v. 23, n. 3, p. 735, doi. 10.1007/s11009-020-09775-0
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On Estimation for Brownian Motion Governed by Telegraph Process with Multiple Off States.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 3, p. 1275, doi. 10.1007/s11009-020-09774-1
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On Exact and Asymptotic Formulas for the Distribution of the Integral of a Squared Brownian Motion with Drift.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 3, p. 1389, doi. 10.1007/s11009-019-09770-0
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- Article
Discrete-type Approximations for Non-Markovian Optimal Stopping Problems: Part II.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 3, p. 1221, doi. 10.1007/s11009-019-09764-y
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- Article
On Generalized Berman Constants.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 3, p. 1125, doi. 10.1007/s11009-019-09754-0
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A Note on Erdös and Kac's Identity: Boundary Crossing Probabilities of Brownian Motion Over Constant Boundaries: A Finite Markov Chain Imbedding Approach.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 1, p. 161, doi. 10.1007/s11009-018-9686-4
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- Article
Boundary Crossing Probabilities of Jump Diffusion Processes to Time-Dependent Boundaries.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 1, p. 13, doi. 10.1007/s11009-018-9685-5
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- Article
Calibration for Weak Variance-Alpha-Gamma Processes.
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 4, p. 1151, doi. 10.1007/s11009-018-9655-y
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A Level-1 Limit Order Book with Time Dependent Arrival Rates.
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 3, p. 699, doi. 10.1007/s11009-019-09715-7
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Symmetry in the Green's Function for Birth-death Chains.
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 3, p. 841, doi. 10.1007/s11009-017-9581-4
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- Article
Discretely Observed Brownian Motion Governed by Telegraph Process: Estimation.
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 3, p. 907, doi. 10.1007/s11009-017-9547-6
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Fractional Brownian Motion Delayed by Tempered and Inverse Tempered Stable Subordinators.
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 1, p. 185, doi. 10.1007/s11009-018-9648-x
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First Hitting Time Distributions for Brownian Motion and Regions with Piecewise Linear Boundaries.
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 1, p. 1, doi. 10.1007/s11009-018-9638-z
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Markov-Modulated Brownian Motion with Temporary Change of Regime at Level Zero.
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- Methodology & Computing in Applied Probability, 2018, v. 20, n. 4, p. 1199, doi. 10.1007/s11009-017-9602-3
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The Joint Distribution of Running Maximum of a Slepian Process.
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- Methodology & Computing in Applied Probability, 2018, v. 20, n. 4, p. 1123, doi. 10.1007/s11009-017-9594-z
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- Article
Estimating the Positive and Negative Jumps of Asset Returns Via Kalman Filtering. The Case of Nasdaq Index.
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- Methodology & Computing in Applied Probability, 2017, v. 19, n. 4, p. 1123, doi. 10.1007/s11009-016-9532-5
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