1) two dimensional Brownian motion 二维布朗运动例句>> 2) 2-dimension FBM 二维分形布朗运动3) Fractional Brownian Motion 分数维布朗运动 1. Pricing of Spread Option with the Underlying Asset Price Following Fractional Brownian Motion; 标的资产价格服从分数维布朗运动的差价期权定价 2. Under the ...
Brownian motionmolecular reorientationsurface diffusionsurface structure/ two-dimensional Brownian motionatomsdimerssolid surfacessingle adatomsLangevin equationsIn the present paper, the two-dimensional Brownian motion of single adatoms and dimers on a solid surface is examined on the basis of Langevin ...
the-geometry-of-two-dimensional-Brownian-motion网络几何学 网络释义 1. 几何学 ...wner evolution)、二维空间布朗运动的几何学(the geometry of two-dimensional Brownian motion)以及共形场理论(confo…jefferyzb.blogbus.com|基于2个网页© 2025 Microsoft 隐私声明和 Cookie 法律声明 广告 帮助 反馈...
We consider a two-dimensional semimartingale reflecting Brownian motion (SRBM) in the nonnegative quadrant. The data of the SRBM consists of a two-dimensional drift vector, a 2 × 2 positive definite covariance matrix, and a 2 × 2 reflection matrix. Assuming the SRBM is positive recurrent, ...
aThe rational values of the contingent claims are thus expressed through the transition density of a two-dimensional geometric Brownian motion. 意外索赔的合理的价值通过二维几何学苏格兰的植物学家Robert Brown的行动的转折密度因而被表达。[translate]
In this paper a two-dimensional Brownian motion (modeling the endowment of two companies), absorbed at the boundary of the positive quadrant, with controlled drift, is considered. The volatilities of the Brownian motions are different. We control the drifts of these processes and allow that both...
F. (1991). On the connected components of the complement of a two-dimensional Brownian path. In Random Walks, Brownian Motion, and Interacting Particle Systems, Progr. Probab. 28 323-338. Birkh¨auser, Boston. MR1146456Le Gall, J.-F. (1991) On the connected components of the comple- ...
Brownianmotors,inparticular,“ratchet”modelshavebeenstudiedactivelyasmodelsfor molecularmotors.Inthispaper,aashingratchetmodelforelasticallycoupledparticlesinan asymmetricperiodicpotentialisintroducedandstudiedasamodelformolecularmotorsin muscle.Inourone-dimensionalmodel,velocityofmotorsande ciencyofenergyconversion arein...
In this paper we study the asymptotic behavior of Brownian motion in both one and two dimensional comb-like domains. We show convergence to a limiting process when both the spacing between the teeth and the probability of entering a tooth vanish at the same rate. The limiting process may exhi...
Metzler, First passage behavior of fractional Brownian motion in two- dimensional wedge domains, Europhys. Lett. 94 (2011), no. 2, Art. No. 20008.J.-H. Jeon, A. Chechkin, and R. Metzler, First passage behaviour of frac- tional Brownian motion in two-dimensional wedge domains, Europhys...