نتایج جستجو برای: brownian
تعداد نتایج: 16313 فیلتر نتایج به سال:
the effect of a transverse magnetic field on the boundary layer flow and heat transfer of anisothermal stretching cylinder is analyzed. the governing partial differential equations for themagnetohydrodynamic, temperature, and concentration boundary layers are transformed into a setof ordinary differential equations using similarity transformations. the obtained ordinarydifferential equations ar...
the falling and settling of solid particles in gases and liquids is a natural phenomenon happens in many industrial processes. this phenomenon has altered pure forced convection to a combination of heat conduction and heat convection in a flow over a plate. in this paper, the coupling of conduction (inside the plate) and forced convection of a non-homogeneous nanofluid flow (over a flat plate) ...
We show that, under certain natural assumptions, large random plane bipartite maps with a boundary converge after rescaling to a one-parameter family (BDL, 0 < L < ∞) of random metric spaces homeomorphic to the closed unit disk of R2, the space BDL being called the Brownian disk of perimeter L and unit area. These results can be seen as an extension of the convergence of uniform plane quadrangu...
In finance one of the primary issues is managing risk. Related to this issue and maybe for hedging, investors are naturally interested in the expected values of supremum, infimum, maximum gain and maximum loss of risky assets and the relations between them. Price of a risky asset, stock, can be modeled using Brownian motion and fractional Brownian motion. In this study, we first present the mar...
Cooling techniques have a significant impact not only on our everyday life but also on the advances in science. We have come a long way from the primitive method of evaporative cooling, which our body conveniently uses when we perspire, over the evaporation by expansion of a cooling liquid in domestic refrigerators, to high-tech methods including laser cooling, magnetic cooling, radiative cooli...
Tempered fractional Brownian motion is obtained when the power law kernel in the moving average representation of a fractional Brownian motion is multiplied by an exponential tempering factor. This paper develops the theory of stochastic integrals for tempered fractional Brownian motion. Along the way, we develop some basic results on tempered fractional calculus.
We penalise Brownian motion by a function of its one-sided supremum considered up to the last zero before t, resp. first zero after t, of that Brownian motion. This study presents some analogy with penalisation by the longest length of Brownian excursions, up to time t.
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