in this paper, natural convection heat transfer over a vertical plate in a darcy porous medium saturated with a nanofluid subject to heat generation/absorption was theoretically studied. the governing partial differential equations were transformed to a set of ordinary differential equations using similarity transformations and solved using finite difference method. the influence of parametric ...

An identity in distribution due to F. Knight for Brownian motion is extended in two di erent ways: rstly by replacing the supremum of a re ecting Brownian motion by the range of an unre ected Brownian motion, and secondly by replacing the re ecting Brownian motion by a recurrent Bessel process. Both extensions are explained in terms of random Brownian scaling transformations and Brownian excurs...

An identity in distribution due to F. Knight for Brownian motion is extended in two diierent ways: rstly by replacing the supremum of a reeecting Brownian motion by the range of an unreeected Brownian motion, and secondly by replacing the reeecting Brownian motion by a recurrent Bessel process. Both extensions are explained in terms of random Brownian scaling transformations and Brownian excurs...

This work was carried out while the author was a National Science Foundation predoctoral fellow. The author expresses his appreciation to D. C. Spencer for suggesting this problem and for his help and advice in the preparation of this paper. 1 M. P. Gaffney, "The Heat Equation Method of Milgram and Rosenbloom for Open Riemannian Manifolds," Ann. Math. (to appear). 2 D. C. Spencer, "The Heat Equ...

We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process (not necessarily a semi-martingale). No adaptedness of initial point or vector fields is assumed. Under a simple condition on the stochastic process, we show that the unique solution of the above SDE understood in the rough path sense is actually a Stratonovich solution. This condition is s...

— In this survey, we first review various forms of local nondeterminism and sectorial local nondeterminism of Gaussian and stable random fields. Then we give sufficient conditions for Gaussian random fields with stationary increments to be strongly locally nondeterministic (SLND). Finally, we show some applications of SLND in studying sample path properties of (N, d)-Gaussian random fields. The...

A process associated with integrated Brownian motion is introduced that characterizes the limit behavior of nonparametric least squares and maximum likelihood estimators of convex functions and convex densities, respectively. We call this process “the invelope” and show that it is an almost surely uniquely defined function of integrated Brownian motion. Its role is comparable to the role of the...

1 Summary The Radon-Nikodym derivative between a centered fractional Brownian motion Z and the same process with constant drift is derived by nding an integral transformation which changes Z to a process with independent increments. A representation of Z through a standard Brownian motion on a nite interval is given. The maximum likelihood estimator of the drift and some other applications are ...

We derive explicit forms of Markovian transition probability densities for the velocity space and phase-space Brownian motion of a charged particle in a constant magnetic field. An old-fashioned problem of the Brownian motion of a charged particle in a constant magnetic field has originated from studies of the diffusion of plasma across a magnetic field [1], [2] and nowadays, together with a fr...

In this paper we present a martingale related to the exit measures of super Brow-nian motion. By changing measure with this martingale in the canonical way we have a new process associated with the conditioned exit measure. This measure is shown to be identical to a measure generated by a non-homogeneous branching particle system with immigration of mass. An application is given to the problem ...