نتایج جستجو برای: brownian motion process

تعداد نتایج: 1503151  

Journal: :Probability Theory and Related Fields 2012

Journal: :Transactions of the American Mathematical Society 1980

Journal: :Stochastic Processes and their Applications 2021

In this paper, we establish limit theorems for the supremum of support, denoted by Mt, a supercritical super-Brownian motion {Xt,t?0} on R. We prove that there exists an m(t) such (Xt?m(t),Mt?m(t)) converges in law, and give some large deviation results Mt as t??. also extremal process Et?Xt?m(t) is Poisson random measure with exponential intensity which each atom decorated independent copy aux...

Journal: :Proceedings of the National Academy of Sciences 1954

Effect of nonlinear thermal radiation on the unsteady magnetohydrodynamic slip flow of Casson fluid between parallel disks in the presence of thermophoresis and Brownian motion effects are investigated numerically. A similarity transformation is employed to reduce the governing partial differential equations into ordinary differential equations. Further, Runge-Kutta and Newton’s methods are ado...

This article deals with the study of the two-dimensional mixed convection magnetohydrodynamic (MHD) boundary layer of stagnation-point flow over a stretching vertical plate in porous medium filled with a nanofluid. The model used for the nanofluid incorporates the effects of Brownian motion and thermophoresis in the presence of thermal radiation. The skin-friction coefficient, Nusselt number an...

2003
E. KHMALADZE Nicholas Vakhania

Set-parametric Brownian motion b in a star-shaped set G is considered when the values of b on the boundary of G are given. Under the conditional distribution given these boundary values the process b becomes some set-parametrics Gaussian process and not Brownian motion. We define the transformation of this Gaussian process into another Brownian motion which can be considered as “martingale part...

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