We consider two perturbations in the deterministic SIS model and formulate the original model as a stochastic differential equation with two correlated Brownian motions for the number of infected population, based on the previous work from Gray et al. (SIAM J Appl Math 71(3):876–902, 2011) ...
aWe assume that the drift rates change their initial values to other constant ones at exponentially distributed random times,that are independent of each other and the constantly correlated driving Brownian motions. 正在翻译,请等待...[translate] ...
摘要: We prove a central limit theorem for functionals of two independent d-dimensional fractional Brownian motions with the same Hurst index H in (2d+2,2d) using the method of moments.关键词: Fractional Brownian motion Intersection local time Local time Method of moments ...
We propose new copulae to model the dependence between two Brownian motions and to control the distribution of their difference. Our approach is based on the copula between the Brownian motion and its reflection. We show that the class of admissible copulae for the Brownian motions are not limi...
a我认为幸福就是拥有亲情,友情,和爱情,以及有一个健康的身体。 正在翻译,请等待... [translate] athey follow a Brownian motion, i.e., a continuous-time stochastic process with two main properties. First, Brownian motions, [translate] 英语翻译 日语翻译 韩语翻译 德语翻译 法语翻译 俄语翻译 阿拉伯语...
wherekBis the Boltzmann constant andfis a correction term54,55,56. In classical Brownian motion, where the diffusing sphere is large relative to the particles of the diffusing medium,fis equal to 1. However, if the diffusing particle is small or similarly sized to the surrounding diffusing molec...
We study the joint effect of disorder and Coulomb interaction screening on the exciton spectra in two-dimensional (2D) structures. These can be van der Waals structures or heterostructures of organic (polymeric) semiconductors as well as inorganic substa
We have used fractional and multi-fractional Brownian motions to calculate the throat radii in the sedimentary medium. We have used a fractional Brownian motion characterized by the distinct cutoff lengths and anisotropy parameters for the parallel and perpendicular directions to the bedding and a ...
Optimal time to invest when the price processes are geometric Brownian motions Let , , be geometric Brownian motions, possibly correlated. We study the optimal stopping problem: Find a stopping time such that the being taken all over ... Yaozhong,HuBernt,Øksendal - 《Finance & Stochastics》...
affect the strength of correlated activity. We perform the analysis in a group of neurons recorded from V1 of an anesthetized adult cat. A method is proposed to investigate whether the mode of activity (anesthesia or awake-like), and the affinity in orientation selectivity of a given pair of...