Works about BROWNIAN motion

Results: 4264

Interest rate options in one-factor mixed modified fractional Vasicek model.

Published in:

International Journal of Financial Engineering, 2025, v. 12, n. 2, p. 1, doi. 10.1142/S2424786325500136

By:

Djeutcha, Eric;
Kamdem, Jules Sadefo;
Fono, Louis Aimé

Publication type:

Article

Stochastic Uncertainty of Institutional Quality and the Corporate Capital Structure in the G8 and MENA Countries.

Published in:

Risks, 2025, v. 13, n. 6, p. 111, doi. 10.3390/risks13060111

By:

Eldomiaty, Tarek;
Azzam, Islam;
Fouad, Jasmine;
Sadek, Hussein Mowafak;
Sedik, Marwa Anwar

Publication type:

Article

Computations of VaR for European Options on Dividend-paying Securities.

Published in:

Journal of Systems Science & Information, 2007, v. 5, n. 3, p. 305

By:

Xiangjin Tang;
Jing Hu

Publication type:

Article

Estimation of Contact Time Among Animals from Telemetry Data.

Published in:

American Statistician, 2025, v. 79, n. 2, p. 265, doi. 10.1080/00031305.2024.2402264

By:

Whetten, Andrew B.;
Hefley, Trevor J.;
Haukos, David A.

Publication type:

Article

Detecting Non-Brownian Trait Evolution in Adaptive Radiations.

Published in:

PLoS Biology, 2006, v. 4, n. 11, p. 2104, doi. 10.1371/journal.pbio.0040373

By:

Freckleton, Robert P.;
Harvey, Paul H.

Publication type:

Article

Bridging the Gap between Theory and Ecology in Evolutionary Models.

Published in:

PLoS Biology, 2006, v. 4, n. 11, p. 1877, doi. 10.1371/journal.pbio.0040405

By:

Gross, Liza

Publication type:

Article

Hazardous Continuation Backward in Time in Nonlinear Parabolic Equations, and an Experiment in Deblurring Nonlinearly Blurred Imagery.

Published in:

Journal of Research of the National Institute of Standards & Technology, 2013, v. 118, p. 199, doi. 10.6028/jres.118.010

By:

Carasso, Alfred S.

Publication type:

Article

Pre-Nucleation Structuring of TAG Melts Revealed by Fluorescence Polarization Spectroscopy and Molecular Mechanics Simulations.

Published in:

Journal of the American Oil Chemists' Society (JAOCS), 2010, v. 87, n. 10, p. 1115, doi. 10.1007/s11746-010-1596-8

By:

Dibildox-Alvarado, E.;
Laredo, T.;
Toro-Vazquez, J. F.;
Marangoni, A. G.

Publication type:

Article

ON THE ONSET OF RAYLEIGH-BÉNARD CONVECTION IN A LAYER OF NANOFLUID IN HYDROMAGNETICS.

Published in:

International Journal of Nanoscience, 2013, v. 12, n. 6, p. -1, doi. 10.1142/S0219581X13500385

By:

CHAND, RAMESH

Publication type:

Article

A hybrid predictive prototype for portfolio selection using probability-based quadratic programming and ensemble artificial neural networks.

Published in:

Orion, 2023, v. 39, n. 2, p. 143, doi. 10.5784/39-2-002

By:

Muganda, Brian;
Shibwabo, Bernard

Publication type:

Article

Nanoparticle Tracking Analysis: Enhanced Detection of Transparent Materials (Part. Part. Syst. Charact. 3/2023).

Published in:

Particle & Particle Systems Characterization, 2023, v. 40, n. 3, p. 1, doi. 10.1002/ppsc.202370005

By:

Jamshidi, Maryam;
Jamshidi, Niloufar;
Falamaki, Cavus

Publication type:

Article

Nanoparticle Tracking Analysis: Enhanced Detection of Transparent Materials.

Published in:

Particle & Particle Systems Characterization, 2023, v. 40, n. 3, p. 1, doi. 10.1002/ppsc.202200173

By:

Jamshidi, Maryam;
Jamshidi, Niloufar;
Falamaki, Cavus

Publication type:

Article

Laser‐Scanning Microscopy for Electrophoretic Mobility Characterization of Single Nanoparticles.

Published in:

Particle & Particle Systems Characterization, 2023, v. 40, n. 1, p. 1, doi. 10.1002/ppsc.202200152

By:

Oorlynck, Lucas;
Ussembayev, Yera Ye.;
Cid, Ingrid Amer;
Fraire, Juan;
Hinnekens, Charlotte;
Braeckmans, Kevin;
Strubbe, Filip

Publication type:

Article

SNC‐TIRS: Label‐Free Single Nanoparticle Characterization System Based on Total Internal Reflection Scattering Signal (Part. Part. Syst. Charact. 12/2022).

Published in:

Particle & Particle Systems Characterization, 2022, v. 39, n. 12, p. 1, doi. 10.1002/ppsc.202270028

By:

Tyagi, Arti;
Singh, Shefali;
Pandey, Vikas;
Kumar, Sachin;
Mallik, Prabhat Singh;
Elangovan, Ravikrishnan

Publication type:

Article

SNC‐TIRS: Label‐Free Single Nanoparticle Characterization System Based on Total Internal Reflection Scattering Signal.

Published in:

Particle & Particle Systems Characterization, 2022, v. 39, n. 12, p. 1, doi. 10.1002/ppsc.202200130

By:

Tyagi, Arti;
Singh, Shefali;
Pandey, Vikas;
Kumar, Sachin;
Mallik, Prabhat Singh;
Elangovan, Ravikrishnan

Publication type:

Article

Liquid‐Cell Electron Microscopy: Observation of Undamped 3D Brownian Motion of Nanoparticles Using Liquid‐Cell Scanning Transmission Electron Microscopy (Part. Part. Syst. Charact. 6/2020).

Published in:

Particle & Particle Systems Characterization, 2020, v. 37, n. 6, p. 1, doi. 10.1002/ppsc.202070014

By:

Welling, Tom A. J.;
Sadighikia, Sina;
Watanabe, Kanako;
Grau‐Carbonell, Albert;
Bransen, Maarten;
Nagao, Daisuke;
van Blaaderen, Alfons;
van Huis, Marijn A.

Publication type:

Article

Observation of Undamped 3D Brownian Motion of Nanoparticles Using Liquid‐Cell Scanning Transmission Electron Microscopy.

Published in:

Particle & Particle Systems Characterization, 2020, v. 37, n. 6, p. 1, doi. 10.1002/ppsc.202000003

By:

Welling, Tom A. J.;
Sadighikia, Sina;
Watanabe, Kanako;
Grau‐Carbonell, Albert;
Bransen, Maarten;
Nagao, Daisuke;
van Blaaderen, Alfons;
van Huis, Marijn A.

Publication type:

Article

Validating a Central Approximation in Theories of Regular Electrode Electrochemical Arrays of Various Common Geometries.

Published in:

Electroanalysis, 2015, v. 27, n. 4, p. 980, doi. 10.1002/elan.201400593

By:

Sliusarenko, Oleksii;
Oleinick, Alexander;
Svir, Irina;
Amatore, Christian

Publication type:

Article

Stochastic Hydrodynamic Velocity Field and the Representation of Langevin Equations.

Published in:

Annalen der Physik, 2025, v. 537, n. 6, p. 1, doi. 10.1002/andp.202500062

By:

Giona, Massimiliano;
Cocco, Davide;
Procopio, Giuseppe

Publication type:

Article

Stickiness of the Hydrogen Bond.

Published in:

Annalen der Physik, 2018, v. 530, n. 9, p. 1, doi. 10.1002/andp.201800162

By:

Fernández, Ariel

Publication type:

Article

A Photonic Nanojet as Tunable and Polarization‐Sensitive Optical Tweezers.

Published in:

Annalen der Physik, 2018, v. 530, n. 9, p. 1, doi. 10.1002/andp.201800129

By:

Kovrov, Aleksandr;
Novitsky, Andrey;
Karabchevsky, Alina;
Shalin, Alexander S.

Publication type:

Article

Statistical mechanics of holonomic systems as a Brownian motion on smooth manifolds.

Published in:

Annalen der Physik, 2016, v. 528, n. 5, p. 381, doi. 10.1002/andp.201500221

By:

Manca, Fabio;
Déjardin, Pierre‐Michel;
Giordano, Stefano

Publication type:

Article

A universal Brownian cellular automaton with 3 states and 2 rules.

Published in:

Natural Computing, 2018, v. 17, n. 3, p. 499, doi. 10.1007/s11047-017-9651-0

By:

Isokawa, Teijiro;
Peper, Ferdinand;
Ono, Koji;
Matsui, Nobuyuki

Publication type:

Article

On Some Distributional Properties of Subordinated Gaussian Random Fields.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2661, doi. 10.1007/s11009-022-09958-x

By:

Merkle, Robin;
Barth, Andrea

Publication type:

Article

Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with more General Dependent Claim Risks and Defaultable Risk.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2743, doi. 10.1007/s11009-022-09927-4

By:

Zhang, Yan;
Zhao, Peibiao;
Ma, Rufei

Publication type:

Article

Random Assignment Versus Fixed Assignment in Multilevel Importance Splitting for Estimating Stochastic Reach Probabilities.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2313, doi. 10.1007/s11009-021-09892-4

By:

Ma, Hao;
Blom, Henk A. P.

Publication type:

Article

First Hitting Time of Brownian Motion on Simple Graph with Skew Semiaxes.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 3, p. 1805, doi. 10.1007/s11009-021-09884-4

By:

Dassios, Angelos;
Zhang, Junyi

Publication type:

Article

Solving Elliptic Equations with Brownian Motion: Bias Reduction and Temporal Difference Learning.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 3, p. 1603, doi. 10.1007/s11009-021-09871-9

By:

Martin, Cameron;
Zhang, Hongyuan;
Costacurta, Julia;
Nica, Mihai;
Stinchcombe, Adam R

Publication type:

Article

Optimal Dividend Strategy Under Parisian Ruin with Affine Penalty.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 3, p. 1385, doi. 10.1007/s11009-021-09865-7

By:

Xu, Ran;
Wang, Wenyuan;
Garrido, Jose

Publication type:

Article

Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 789, doi. 10.1007/s11009-022-09959-w

By:

Gapeev, Pavel V.;
Kort, Peter M.;
Lavrutich, Maria N.;
Thijssen, Jacco J. J.

Publication type:

Article

Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 963, doi. 10.1007/s11009-022-09931-8

By:

Njike Leunga, Charles Guy;
Hainaut, Donatien

Publication type:

Article

Hitting Time Problems of Sticky Brownian Motion and Their Applications in Optimal Stopping and Bond Pricing.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 1237, doi. 10.1007/s11009-021-09923-0

By:

Zhang, Haoyan;
Tian, Yingxu

Publication type:

Article

A Numerical Method for Hedging Bermudan Options under Model Uncertainty.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 893, doi. 10.1007/s11009-021-09901-6

By:

Imai, Junichi

Publication type:

Article

On the Transition Density and First Hitting Time Distributions of the Doubly Skewed CIR Process.

Published in:

Methodology & Computing in Applied Probability, 2021, v. 23, n. 3, p. 735, doi. 10.1007/s11009-020-09775-0

By:

Xu, Guangli;
Wang, Xingchun

Publication type:

Article

On Estimation for Brownian Motion Governed by Telegraph Process with Multiple Off States.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 3, p. 1275, doi. 10.1007/s11009-020-09774-1

By:

Pozdnyakov, V.;
Elbroch, L. M.;
Hu, C.;
Meyer, T.;
Yan, J.

Publication type:

Article

On Exact and Asymptotic Formulas for the Distribution of the Integral of a Squared Brownian Motion with Drift.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 3, p. 1389, doi. 10.1007/s11009-019-09770-0

By:

Xia, Weixuan

Publication type:

Article

Discrete-type Approximations for Non-Markovian Optimal Stopping Problems: Part II.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 3, p. 1221, doi. 10.1007/s11009-019-09764-y

By:

Bezerra, Sérgio C.;
Ohashi, Alberto;
Russo, Francesco;
de Souza, Francys

Publication type:

Article

On Generalized Berman Constants.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 3, p. 1125, doi. 10.1007/s11009-019-09754-0

By:

Ling, Chengxiu;
Zhang, Hong

Publication type:

Article

A Note on Erdös and Kac's Identity: Boundary Crossing Probabilities of Brownian Motion Over Constant Boundaries: A Finite Markov Chain Imbedding Approach.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 1, p. 161, doi. 10.1007/s11009-018-9686-4

By:

Wu, Tung-Lung

Publication type:

Article

Boundary Crossing Probabilities of Jump Diffusion Processes to Time-Dependent Boundaries.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 1, p. 13, doi. 10.1007/s11009-018-9685-5

By:

Wu, Tung-Lung

Publication type:

Article

Calibration for Weak Variance-Alpha-Gamma Processes.

Published in:

Methodology & Computing in Applied Probability, 2019, v. 21, n. 4, p. 1151, doi. 10.1007/s11009-018-9655-y

By:

Buchmann, Boris;
Lu, Kevin W.;
Madan, Dilip B.

Publication type:

Article

A Level-1 Limit Order Book with Time Dependent Arrival Rates.

Published in:

Methodology & Computing in Applied Probability, 2019, v. 21, n. 3, p. 699, doi. 10.1007/s11009-019-09715-7

By:

Chávez-Casillas, Jonathan A.;
Elliott, Robert J.;
Rémillard, Bruno;
Swishchuk, Anatoliy V.

Publication type:

Article

Symmetry in the Green's Function for Birth-death Chains.

Published in:

Methodology & Computing in Applied Probability, 2019, v. 21, n. 3, p. 841, doi. 10.1007/s11009-017-9581-4

By:

Markowsky, Greg;
Palacios, José Luis

Publication type:

Article

Discretely Observed Brownian Motion Governed by Telegraph Process: Estimation.

Published in:

Methodology & Computing in Applied Probability, 2019, v. 21, n. 3, p. 907, doi. 10.1007/s11009-017-9547-6

By:

Pozdnyakov, Vladimir;
Elbroch, L. Mark;
Labarga, Anthony;
Meyer, Thomas;
Yan, Jun

Publication type:

Article

Fractional Brownian Motion Delayed by Tempered and Inverse Tempered Stable Subordinators.

Published in:

Methodology & Computing in Applied Probability, 2019, v. 21, n. 1, p. 185, doi. 10.1007/s11009-018-9648-x

By:

Kumar, A.;
Gajda, J.;
Wyłomańska, A.;
Połoczański, R.

Publication type:

Article

First Hitting Time Distributions for Brownian Motion and Regions with Piecewise Linear Boundaries.

Published in:

Methodology & Computing in Applied Probability, 2019, v. 21, n. 1, p. 1, doi. 10.1007/s11009-018-9638-z

By:

Dong, Qinglai;
Cui, Lirong

Publication type:

Article

Markov-Modulated Brownian Motion with Temporary Change of Regime at Level Zero.

Published in:

Methodology & Computing in Applied Probability, 2018, v. 20, n. 4, p. 1199, doi. 10.1007/s11009-017-9602-3

By:

Latouche, Guy;
Simon, Matthieu

Publication type:

Article

The Joint Distribution of Running Maximum of a Slepian Process.

Published in:

Methodology & Computing in Applied Probability, 2018, v. 20, n. 4, p. 1123, doi. 10.1007/s11009-017-9594-z

By:

Deng, Pingjin

Publication type:

Article

Estimating the Positive and Negative Jumps of Asset Returns Via Kalman Filtering. The Case of Nasdaq Index.

Published in:

Methodology & Computing in Applied Probability, 2017, v. 19, n. 4, p. 1123, doi. 10.1007/s11009-016-9532-5

By:

Theodosiadou, Ourania;
Tsaklidis, George

Publication type:

Article

On the Joint Distribution of First-passage Time and First-passage Area of Drifted Brownian Motion.

Published in:

Methodology & Computing in Applied Probability, 2017, v. 19, n. 3, p. 985, doi. 10.1007/s11009-017-9546-7

By:

Abundo, Mario;
Vescovo, Danilo

Publication type:

Article