scroll to top
0

Mobile Menu

Header Layout

EBSCO Auth Banner

Let's find your institution. Click here.

Page title

Advanced Search Results For "WIENER processes"

1 - 10 of 14,064 results for
 "WIENER processes"
Results per page:

The Exact Solutions for Fractional-Stochastic Drinfel'd–Sokolov–Wilson Equations Using a Conformable Operator.

Publication Type:Academic Journal

Source(s):Journal of Function Spaces. 8/22/2022, p1-9. 9p.

Abstract:The fractional-stochastic Drinfel'd–Sokolov–Wilson equations (FSDSWEs) perturbed by the multiplicative Wiener process are studied. The mapping method is used to obtain rational, hyperbolic, and elliptic stochastic solutions for FSDSWEs. Due to the impo...

View details

The Analytical Solutions for the Stochastic-Fractional Broer–Kaup Equations.

Publication Type:Academic Journal

Source(s):Mathematical Problems in Engineering. 8/5/2022, p1-9. 9p.

Abstract:We take into account here the stochastic-fractional Broer–Kaup equations (SFBKEs) perturbed by the multiplicative Wiener process. To get rational, hyperbolic, and elliptic stochastic solutions for SBKEs, we utilize the Jacobi elliptic function method. ...

View details

Option Pricing under the Subordinated Market Models.

Publication Type:Academic Journal

Source(s):Discrete Dynamics in Nature & Society. 1/15/2022, p1-8. 8p.

Abstract:This paper aims to study option pricing problem under the subordinated Brownian motion. Firstly, we prove that the subordinated Brownian motion controlled by the fractional diffusion equation has many financial properties, such as self-similarity, lept...

View details

Strong convergence to two-dimensional alternating Brownian motion processes.

Publication Type:Academic Journal

Source(s):Stochastic Models. 2022, Vol. 38 Issue 3, p488-502. 15p.

Abstract:Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional aspects of the...

View details

Uncertain spring vibration equation.

Publication Type:Academic Journal

Source(s):Journal of Industrial & Management Optimization. Jul2022, Vol. 18 Issue 4, p2401-2414. 14p.

Abstract:The spring vibration equation is to model the behavior of a spring which has a time varying force acting on it. The stochastic spring vibration equation was proposed for modeling spring vibration phenomena with noise described by Wiener process. Howeve...

View details

First passage times for some classes of fractional time-changed diffusions.

Publication Type:Academic Journal

Source(s):Stochastic Analysis & Applications. 2022, Vol. 40 Issue 4, p735-763. 29p.

Abstract:We consider some time-changed diffusion processes obtained by applying the Doob transformation rule to a time-changed Brownian motion. The time-change is obtained via the inverse of an α-stable subordinator. These processes are specified in terms of ti...

View details

Two Reliability Acceptance Sampling Plans for Items Subject to Wiener Process of Degradation.

Publication Type:Academic Journal

Source(s):Methodology & Computing in Applied Probability. Sep2022, Vol. 24 Issue 3, p1651-1668. 18p.

Abstract:Traditionally, in reliability acceptance sampling plans, the decision to accept or reject a lot is made by performing the life tests of items. However, when the item's deterioration is described by a degradation process, it can be made based on the obs...

View details

Pricing Vulnerable Options in a Mixed Fractional Brownian Motion with Jumps.

Publication Type:Academic Journal

Source(s):Discrete Dynamics in Nature & Society. 12/31/2021, Vol. 2021, p1-15. 15p.

Abstract:A new framework for pricing European vulnerable options is developed in the case where the underlying stock price and firm value follow the mixed fractional Brownian motion with jumps, respectively. This research uses the actuarial approach to study th...

View details

Dynamics of the Exponential Population Growth System with Mixed Fractional Brownian Motion.

Publication Type:Academic Journal

Source(s):Complexity. 12/30/2021, p1-18. 18p.

Abstract:This paper examines the dynamics of the exponential population growth system with mixed fractional Brownian motion. First, we establish some useful lemmas that provide powerful tools for studying the stochastic differential equations with mixed fractio...

View details

A Nonlinear Prognostic Model Based on the Wiener Process with Three Sources of Uncertainty.

Publication Type:Academic Journal

Source(s):Shock & Vibration. 12/29/2021, p1-12. 12p.

Abstract:Estimation of the remaining useful life (RUL) is an important component of prognostics and health management (PHM). The accuracy of the RUL estimation for complex systems is mainly affected by three sources of uncertainty, i.e., the temporal uncertaint...

View details

banner_970x250 (970x250)

sponsored