Long‐time existence of Brownian motion on configurations of two landmarksdoi:10.1112/blms.13018Habermann, KarenHarms, PhilippSommer, StefanBulletin of the London Mathematical Society
www.nature.com/scientificreports OPEN received: 10 May 2016 accepted: 04 July 2016 Published: 27 July 2016 Underdamped scaled Brownian motion: (non-)existence of the overdamped limit in anomalous diffusion Anna S. Bodrova1,2, Aleksei V. Chechkin3,4,5, Andrey G. Cherstvy4, ...
1. Levy area for the free Brownian motion: existence and non-existence [J] . Victoir N. Journal of Functional Analysis . 2004,第1期 机译:自由布朗运动的征税区:存在与不存在 2. Scale-free animal movement patterns: Levy walksoutperform fractional Brownian motions andfractional Levy motions ...
摘要: The background of Einstein's 1905 Brownian motion paper is discussed, including the work of people like Brown, Boltzmann, and Bachelier. The paper is discussed as is its aftermath. The question is raised as to whether atoms exist.关键词:...
Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process Let B be a 2-parameter Brownian motion on R + 2. Consider the non-Markovian stochastic differential equation in the plane dX( z) = α( z, X) dB( z) + β( z...
(A) Brownian motion, (B) Ornstein–Uhlenbeck, (C) Pagel’s λ, (D) ACDC. Linear models show the relationship between predator body mass and maximum prey body mass for solitary (blue) and pack (green) hunters. Shaded areas represent the 95% confidence intervals; dotted lines represent 95%...
of degenerate Markov processes, driven by d-dimensional Brownian motion, and corresponding generators which are degenerate elliptic integro-differential operators: Av := − y 2v xx +2ρσv xy +σ 2 v yy−(r −q −y/2)v x ...
Here, the Brownian motion is determined as part of the solution, and the state trajectory need not be determined by the realized path of the Brownian motion. While weak solutions are easily shown to exist,11 they are of limited interest when it comes to economic applications. Indeed, while ...
On the existence of a time inhomogeneous skew Brownian motion and some related laws This article is devoted to the construction of a solution for the "skew inhomogeneous Brownian motion" equation: B-t(beta) = x + W-t + integral(t)(0) beta(... étoré, Pierre,M Martinez - 《Electronic...
Using a variant of the Euler–Maruyama scheme for stochastic functional differential equations with bounded memory driven by Brownian motion we show that only weak one-sided local Lipschitz (or "monotonicity") conditions are sufficient for local existence and uniqueness of strong solutions. In case of...