Analytic Properties of Brownian Motion

The effect of various conductivity and viscosity models considering Brownian motion on nanofluids mixed convection flow and heat transfer

 In this paper the effect of using various models for conductivity and viscosity considering Brownian motion of nanoparticles is investigated. This study is numerically conducted inside a cavity full of Water-Al2O3 nanofluid at the case of mixed convection heat transfer. The effect of some parameters such as the nanoparticle volume fraction, Rayleigh, Richardson and Reynolds numbers has been ex...

Swarms with canonical active Brownian motion.

We present a swarm model of Brownian particles with harmonic interactions, where the individuals undergo canonical active Brownian motion, i.e., each Brownian particle can convert internal energy to mechanical energy of motion. We assume the existence of a single global internal energy of the system. Numerical simulations show amorphous swarming behavior as well as static configurations. Analyt...

Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion

Some Analytic Facts on the Generalized Hyperbolic Model

We study some properties of a new continuous-time model for-nancial time series which is driven by a class of L evy processes instead of a Brownian motion. This model emerged from extensive empirical investigations. We discuss path properties of the driving process and aspects of the valuation of derivatives.

Some Analytic Facts on the Generalized Hyperbolic

We study some properties of a new continuous-time model for-nancial time series which is driven by a class of L evy processes instead of a Brownian motion. This model emerged from extensive empirical investigations. We discuss path properties of the driving process and aspects of the valuation of derivatives.