First observed by botanist Robert Brown in 1827, Brownian Motion describes the continuous, chaotic movement of tiny particles, such as pollen grains, suspended in a medium. This motion results from ...
The study of stochastic differential equations (SDEs) has long been a cornerstone in the modelling of complex systems affected by randomness. In recent years, the extension to G-Brownian motion has ...
Recently,theresearchteamatPekingUniversitymadesignificantbreakthroughsinthefieldofquantumtechnology,reve… ...
Journal of Applied Probability, Vol. 54, No. 2 (JUNE 2017), pp. 444-461 (18 pages) We prove a second-order limit law for additive functionals of a d-dimensional fractional Brownian motion with Hurst ...
PROVIDENCE, R.I. [Brown University] — Imagine yourself swimming in a pool: It's the movement of your arms and legs, not the viscosity of the water, that mostly dictates the speed and direction that ...
The two-sided nonlinear boundary crossing probabilities for one-dimensional Brownian motion and related processes have been studied in Fu and Wu (2010) based on the finite Markov chain imbedding ...
At room temperature, micron-sized sheets of freestanding graphene are in constant motion, even in the presence of an applied bias voltage. University of Arkansas researchers collecting the ...
Arkansas physicists have successfully developed a circuit capable of capturing graphene’s thermal motion and converting it into an electrical current. This lab curiousity only needs to be millions of ...