Brownian motion on graphs (primary)Dynamic boundary conditionsNon-local operatorsFractional differential equationsThis paper is concerned with the construction of Brownian motions and related stochastic processes in a star graph, which is a non-Euclidean structure where some features of the classical ...
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Brownian motion on fractals and function spaces 来自 Semantic Scholar 喜欢 0 阅读量: 37 作者: A Jonsson 摘要: No Abstract available for this article. 关键词: graph theory squared squares 2 x 1 squared rectangles DOI: 10.1007/BF02621879 被引量: 166 年份: 1996 ...
In this work, we firstly answer to a question raised by Khoshnevisan (Trans Am Math Soc 359:3125–3151, 2007) [Open Problem 4] by proving that almost surely there is no projection of big enough rank changing the Hausdorff dimension of the zeros of the Brownian sheet. Secondly, we prove...
The paper extends results of Levy and Taylor from one-parameter Brownian motion to the multiparameter case. The following theorem is proved. For $N$-parameter Brownian motion in $d$-space, the Hausdorff dimensions of the graph and range are a.s. $\min\{2N, N + d/2\}$ and $\min\...
The Eq. (1*) is useful in implementing derived classes that impose additional structure on the drift and diffusion-rate functions. The derived classes of models used in this study are the following. GBM: The Geometric Brownian Motion Class whose general equation is: (2*)dXt=μ(t)Xtdt+D(...
properties as standard Brownian motion, $B$.In this paper we examine properties of $B+f$ when $f \notin D$. We start byestablishing a general 0-1 law, which in particular implies that for any fixed$f$, the Hausdorff dimension of the image and the graph of $B+f$ are constantsa....
The graph is produced as followings: Geometric Brownian Motion Model in Financial Market Zhijun Yang 3 0 200 400 600 800 1000 1 0 0 1 1 0 1 2 0 1 3 0 1 4 0 1 5 0 1 6 0 Time Interval P r e d i c t i o n V a l u e We see this is a pretty nice simulation of ...
The graph is the familiar bell-shaped Gaussian “normal” curve that typically arises when the random variable is the sum of many independent, statistically identical random variables, in this case the many little pushes that add up to the total motion. The equation for this relationship is Get...
Lecture Notes on Quantum Brownian Motion byLaszlo Erdos Publisher:arXiv2010 Number of pages:92 Description: Einstein's kinetic theory of the Brownian motion, based upon light water molecules continuously bombarding a heavy pollen, provided an explanation of diffusion from the Newtonian mechanics. Since...