Oscillating Brownian Motion

Statistical estimation of the Oscillating Brownian Motion

We study the asymptotic behavior of estimators of a two-valued, discontinuous diffusion coefficient in a Stochastic Differential Equation, called an Oscillating Brownian Motion. Using the relation of the latter process with the Skew Brownian Motion, we propose two natural consistent estimators, which are variants of the integrated volatility estimator and take the occupation times into account....

Quantum Brownian motion under rapid periodic forcing

We study the steady state behaviour of a confined quantum Brownian particle subjected to a space-dependent, rapidly oscillating time-periodic force. To leading order in the period of driving, the result of the oscillating force is an effective static potential which has a quantum dissipative contribution, VQD, which adds on to the classical result. This is shown using a coherent state represent...

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

CFD simulations on natural convection heat transfer of alumina-water nanofluid with Brownian motion effect in a 3-D enclosure

The CFD simulation has been undertaken concerning natural convection heat transfer of a nanofluid in vertical square enclosure, whose dimension, width height length (mm), is 40 40 90, respectively. The nanofluid used in the present study is -water with various volumetric fractions of the alumina nanoparticles ranging from 0-3%. The Rayleigh number is . Fluent v6.3 is used to simulate nanofluid ...

Brownian Motion: The Link Between Probability and Mathematical Analysis

This article has no abstract.