Works about WIENER processes

Results: 3702

Dynamical Behavior of Solitary Waves for the Space-Fractional Stochastic Regularized Long Wave Equation via Two Distinct Approaches.

Published in:

Mathematics (2227-7390), 2025, v. 13, n. 13, p. 2193, doi. 10.3390/math13132193

By:

Al Nuwairan, Muneerah;
Almutairi, Bashayr;
Aldhafeeri, Anwar

Publication type:

Article

Increasing domain infill asymptotics for stochastic differential equations driven by fractional Brownian motion.

Published in:

Statistics, 2025, v. 59, n. 4, p. 989, doi. 10.1080/02331888.2025.2477199

By:

Maitra, Trisha;
Bhattacharya, Sourabh

Publication type:

Article

Dynamic reliability modeling and analysis of small modulus gear wear based on the Wiener process.

Published in:

Scientific Reports, 2025, v. 15, n. 1, p. 1, doi. 10.1038/s41598-025-09419-8

By:

Sun, Yuantao;
Li, Yingcheng;
Gu, Caohang;
Zhang, Qing;
Chen, Kaige

Publication type:

Article

Hierarchical gradient parameter estimation algorithms for fractional order Wiener OEARMA system.

Published in:

Nonlinear Dynamics, 2025, v. 113, n. 15, p. 19579, doi. 10.1007/s11071-025-11187-z

By:

Li, Junhong;
Zhang, Hongrui;
Xiao, Kang;
Gu, Juping

Publication type:

Article

Multiple Performance Heterogeneous Reliability Modeling via Copula Function and Wiener Processes.

Published in:

IAENG International Journal of Applied Mathematics, 2025, v. 55, n. 7, p. 2018

By:

Huibing Hao;
Chunping Li

Publication type:

Article

Longitudinal Survival Analysis Using First Hitting Time Threshold Regression: With Applications to Wiener Processes.

Published in:

Stats, 2025, v. 8, n. 2, p. 32, doi. 10.3390/stats8020032

By:

Cheng, Ya-Shan;
Chen, Yiming;
Lee, Mei-Ling Ting

Publication type:

Article

Design of extended dissipative-based composite anti-disturbance reliable tracking control for stochastic Takagi–Sugeno fuzzy systems.

Published in:

International Journal of General Systems, 2025, v. 54, n. 5, p. 602, doi. 10.1080/03081079.2024.2414885

By:

Priyanka, S.;
Sakthivel, R.;
Mohanapriya, S.;
Ran, Guangtao

Publication type:

Article

Research on the Degradation Model of a Smart Circuit Breaker Based on a Two-Stage Wiener Process.

Published in:

Processes, 2025, v. 13, n. 6, p. 1719, doi. 10.3390/pr13061719

By:

Xie, Zhenhua;
Ren, Jianmin;
He, Puquan;
Hou, Linming;
Wang, Yao

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

Application and Model of Term Structure of Stochastic Interest Rate Based on the Inflation Rate.

Published in:

Journal of Systems Science & Information, 2007, v. 5, n. 2, p. 191

By:

Yonghong Ma;
Rongxi Zhou;
Zhenguang Li

Publication type:

Article

Research of the Optimal Timing in Banks' Write-off Decision Under the Uncertain Conditions.

Published in:

Journal of Systems Science & Information, 2007, v. 5, n. 1, p. 91

By:

Jinlong Chen;
Yezhen Zhang;
Tao Xiong

Publication type:

Article

On the Consistency of Option Pricing Model with a General Equilibrium Framework.

Published in:

Journal of Systems Science & Information, 2007, v. 5, n. 1, p. 71

By:

Ying Chen;
Weiqiang Tan

Publication type:

Article

Mean-variance Portfolio Selections in Continuous-time Model with Stochastic Interest Rate Process.

Published in:

Journal of Systems Science & Information, 2007, v. 5, n. 1, p. 61

By:

Zijun Guo;
Lixin Zhao

Publication type:

Article

SHARE PRICE AND NET ASSET VALUE OF CLOSED-END FUND: Time Series Analysis.

Published in:

International Journal of Finance, 2004, v. 16, n. 2, p. 3012

By:

Byung Chun Kim;
Seung Young Oh;
Hyun Kyung Kim

Publication type:

Article

Direct Observation of the Myosin Va Recovery Stroke That Contributes to Unidirectional Stepping along Actin.

Published in:

PLoS Biology, 2011, v. 9, n. 4, p. 1, doi. 10.1371/journal.pbio.1001031

By:

Shiroguchi, Katsuyuki;
Chin, Harvey F.;
Hannemann, Diane E.;
Muneyuki, Eiro;
De La Cruz, Enrique M.;
Kinosita, Kazuhiko

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

Characteristics of bamboo tissue in relation to cooling set.

Published in:

Journal of Wood Science, 2009, v. 55, n. 2, p. 107, doi. 10.1007/s10086-008-1003-3

By:

Masamitsu Nakajima;
Yuzo Furuta;
Yutaka Ishimaru;
Makoto Ohkoshi

Publication type:

Article

Optimal portfolio strategies under a shortfall constraint.

Published in:

Orion, 2009, v. 25, n. 1, p. 31

By:

Akume, Daniel;
Luderer, Bernd;
Wunderlich, Ralf

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

A Comprehensive Brownian Dynamics-Based Forward Model for Analytical (Ultra)Centrifugation.

Published in:

Particle & Particle Systems Characterization, 2017, v. 34, n. 1, p. n/a, doi. 10.1002/ppsc.201600229

By:

Thajudeen, Thaseem;
Walter, Johannes;
Uttinger, Maximilian;
Peukert, Wolfgang

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

Two Reliability Acceptance Sampling Plans for Items Subject to Wiener Process of Degradation.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 3, p. 1651, doi. 10.1007/s11009-021-09879-1

By:

Cha, Ji Hwan;
Mercier, Sophie

Publication type:

Article

Omega Model for a Jump-Diffusion Process with a Two-Step Premium Rate and a Threshold Dividend Strategy.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 1, p. 233, doi. 10.1007/s11009-020-09844-4

By:

Gao, Zhongqin;
He, Jingmin;
Zhao, Zhifeng;
Wang, Bingbing

Publication type:

Article

Ornstein-Uhlenbeck Processes of Bounded Variation.

Published in:

Methodology & Computing in Applied Probability, 2021, v. 23, n. 3, p. 925, doi. 10.1007/s11009-020-09794-x

By:

Ratanov, Nikita

Publication type:

Article

q-Random Walks on Z<sup>d</sup>, d = 1, 2, 3.

Published in:

Methodology & Computing in Applied Probability, 2021, v. 23, n. 3, p. 947, doi. 10.1007/s11009-020-09788-9

By:

Kamalakis, Thomas;
Vamvakari, Malvina

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

Limit Theorems for Queueing Systems with Various Service Disciplines in Heavy-Traffic Conditions.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 4, p. 1529, doi. 10.1007/s11009-018-9660-1

By:

Grishunina, S. A.

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

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

On Generalised Piterbarg Constants.

Published in:

Methodology & Computing in Applied Probability, 2018, v. 20, n. 1, p. 137, doi. 10.1007/s11009-016-9537-0

By:

Bai, Long;
Dȩbicki, Krzysztof;
Hashorva, Enkelejd;
Luo, Li

Publication type:

Article

An Efficient Algorithm for Simulating the Drawdown Stopping Time and the Running Maximum of a Brownian Motion.

Published in:

Methodology & Computing in Applied Probability, 2018, v. 20, n. 1, p. 189, doi. 10.1007/s11009-017-9542-y

By:

Dassios, Angelos;
Lim, Jia

Publication type:

Article

Asymptotics for the Euler-Discretized Hull-White Stochastic Volatility Model.

Published in:

Methodology & Computing in Applied Probability, 2018, v. 20, n. 1, p. 289, doi. 10.1007/s11009-017-9548-5

By:

Pirjol, Dan;
Zhu, Lingjiong

Publication type:

Article

A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models.

Published in:

Methodology & Computing in Applied Probability, 2018, v. 20, n. 1, p. 369, doi. 10.1007/s11009-017-9558-3

By:

Liu, Yue;
Privault, Nicolas

Publication type:

Article

Bayesian Threshold Regression Model with Random Effects for Recurrent Events.

Published in:

Methodology & Computing in Applied Probability, 2015, v. 17, n. 4, p. 871, doi. 10.1007/s11009-015-9445-8

By:

Economou, P.;
Malefaki, S.;
Caroni, C.

Publication type:

Article

Stochastic Equations and Inclusions with Mean Derivatives and Some Applications.

Published in:

Methodology & Computing in Applied Probability, 2015, v. 17, n. 1, p. 91, doi. 10.1007/s11009-013-9373-4

By:

Gliklikh, Yuri;
Zheltikova, Olga

Publication type:

Article

Approximation of Fractional Brownian Motion by Martingales.

Published in:

Methodology & Computing in Applied Probability, 2014, v. 16, n. 3, p. 539, doi. 10.1007/s11009-012-9313-8

By:

Shklyar, Sergiy;
Shevchenko, Georgiy;
Mishura, Yuliya;
Doroshenko, Vadym;
Banna, Oksana

Publication type:

Article

Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods.

Published in:

Methodology & Computing in Applied Probability, 2014, v. 16, n. 3, p. 561, doi. 10.1007/s11009-012-9316-5

By:

Gatto, Riccardo;
Baumgartner, Benjamin

Publication type:

Article

Monte Carlo Computation of the Laplace Transform of Exponential Brownian Functionals.

Published in:

Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 511, doi. 10.1007/s11009-011-9261-8

By:

Privault, Nicolas;
Uy, Wayne

Publication type:

Article

Weighting Cusums for Increased Power Near the End Points.

Published in:

Methodology & Computing in Applied Probability, 2013, v. 15, n. 2, p. 379, doi. 10.1007/s11009-011-9249-4

By:

Withers, Christopher;
Nadarajah, Saralees

Publication type:

Article

Multiphasic Individual Growth Models in Random Environments.

Published in:

Methodology & Computing in Applied Probability, 2012, v. 14, n. 1, p. 49, doi. 10.1007/s11009-010-9172-0

By:

Filipe, Patrícia;
Braumann, Carlos;
Roquete, Carlos

Publication type:

Article

Modelling NASDAQ Series by Sparse Multifractional Brownian Motion.

Published in:

Methodology & Computing in Applied Probability, 2012, v. 14, n. 1, p. 107, doi. 10.1007/s11009-010-9188-5

By:

Bertrand, Pierre;
Hamdouni, Abdelkader;
Khadhraoui, Samia

Publication type:

Article

The First Passage Time Problem for Gauss-Diffusion Processes: Algorithmic Approaches and Applications to LIF Neuronal Model.

Published in:

Methodology & Computing in Applied Probability, 2011, v. 13, n. 1, p. 29, doi. 10.1007/s11009-009-9132-8

By:

Buonocore, Aniello;
Caputo, Luigia;
Pirozzi, Enrica;
Ricciardi, Luigi

Publication type:

Article

Brownian Motion Hitting Probabilities for General Two-Sided Square-Root Boundaries.

Published in:

Methodology & Computing in Applied Probability, 2010, v. 12, n. 2, p. 237, doi. 10.1007/s11009-009-9144-4

By:

Donchev, Doncho S.

Publication type:

Article