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Harmonic Bernoulli strings and random permutations
Published 2004-12-01Subjects: Get full text
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Numerical implementation of a stochastic differential equation of motion
Published 2024-12-01Subjects: Get full text
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Entropy optimized nanomaterial flow with Soret and Dufour impacts
Published 2025-03-01Subjects: Get full text
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Endothermic and exothermic reactions and stagnation point nanofluid flow over a porous stretched surface with a revised Buongiorno model
Published 2025-04-01Subjects: “…Thermophoresis and Brownian motion…”
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Heat transportation of 3D chemically reactive flow of Jeffrey nanofluid over a porous frame with variable thermal conductivity
Published 2025-01-01Subjects: Get full text
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Square variation of Brownian paths in Banach spaces
Published 1982-01-01Subjects: Get full text
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Modeling the Phylogenetic Rates of Continuous Trait Evolution: An Autoregressive–Moving-Average Model Approach
Published 2024-12-01Subjects: Get full text
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Stochastic Modeling of Adaptive Trait Evolution in Phylogenetics: A Polynomial Regression and Approximate Bayesian Computation Approach
Published 2025-01-01Subjects: “…Brownian motion…”
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Option Pricing under the Subordinated Market Models
Published 2022-01-01“…This paper aims to study option pricing problem under the subordinated Brownian motion. Firstly, we prove that the subordinated Brownian motion controlled by the fractional diffusion equation has many financial properties, such as self-similarity, leptokurtic, and long memory, which indicate that the fractional calculus can describe the financial data well. …”
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CFD Study on Wall/Nanoparticle Interaction in Nanofluids Convective Heat Transfer
Published 2013-01-01“…The Brownian motion of the nanoparticles in nanofluid is one of the potential contributors to enhance effective thermal conductivity and the mechanisms that might contribute to this enhancement are the subject of considerable discussion and debate. …”
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Option Pricing Based on Modified Advection-Dispersion Equation: Stochastic Representation and Applications
Published 2020-01-01“…Then, applying the subordinated Brownian motion into the option pricing problem, we obtain the closed-form pricing formula for the European option, when the underlying of the option contract is supposed to be driven by the subordinated geometric Brownian motion. …”
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Radiative Mixed Convection Flow of Casson Nanofluid through Exponentially Permeable Stretching Sheet with Internal Heat Generation
Published 2024-01-01“…Temperature and concentration profiles show similar trends for Brownian motion, radiation, and thermophoresis.…”
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Analysis of water based Casson hybrid nanofluid (NiZnFe2O4+MnZnFe2O4) flow over an electromagnetic actuator with Cattaneo–Christov heat-mass flux: A modified Buongiorno model
Published 2025-03-01“…The heat transfer rate enriches when elevating the quantities of radiation parameter and Biot number. Brownian motion and thermophoresis parameters reduce the mass transfer rate.…”
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Optimal Trade Execution under Jump Diffusion Process: A Mean-VaR Approach
Published 2018-01-01“…In the classical optimal execution problem, the basic assumption of underlying asset price is Arithmetic Brownian Motion (ABM) or Geometric Brownian Motion (GBM). …”
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Numerical Solutions for Laminar Boundary Layer Nanofluid Flow along with a Moving Cylinder with Heat Generation, Thermal Radiation, and Slip Parameter
Published 2021-01-01“…The concentration profiles decrease with increasing radial coordinate. Increasing the Brownian motion and the thermophoresis parameter both destabilizes the concentration profiles. …”
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