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searching for Brownian motion 99 found (838 total)

alternate case: brownian motion

Reflection principle (Wiener process) (1,451 words) [view diff] exact match in snippet view article

supremum of the Wiener process, or Brownian motion. The result relates the distribution of the supremum of Brownian motion up to time t to the distribution
Martingale representation theorem (578 words) [view diff] exact match in snippet view article find links to article
filtration generated by a Brownian motion can be written in terms of an Itô integral with respect to this Brownian motion. The theorem only asserts the
Inverse Gaussian distribution (2,677 words) [view diff] exact match in snippet view article find links to article
time, the inverse Gaussian describes the distribution of the time a Brownian motion with positive drift takes to reach a fixed positive level. Its cumulant
Gaussian free field (1,432 words) [view diff] exact match in snippet view article find links to article
It can be thought of as a natural generalization of one-dimensional Brownian motion to d time (but still one space) dimensions; in particular, the one-dimensional
Girsanov theorem (1,064 words) [view diff] exact match in snippet view article find links to article
is Brownian motion under measure P then W ~ t = W t − [ W , X ] t {\displaystyle {\tilde {W}}_{t}=W_{t}-\left[W,X\right]_{t}} is Brownian motion under
Arcsine laws (Wiener process) (557 words) [view diff] exact match in snippet view article
laws are a collection of results for one-dimensional random walks and Brownian motion (the Wiener process). The best known of these is attributed to Paul
Donsker's theorem (870 words) [view diff] exact match in snippet view article find links to article
) {\displaystyle W^{(n)}} converges in distribution to a standard Brownian motion W := ( W ( t ) ) t ∈ [ 0 , 1 ] {\displaystyle W:=(W(t))_{t\in [0,1]}}
Robert Horton Cameron (319 words) [view diff] exact match in snippet view article find links to article
of extending Norbert Wiener's early work on mathematical models of Brownian motion. In 1944, Cameron was awarded the Chauvenet Prize for '"Some Introductory
Science and Hypothesis (220 words) [view diff] exact match in snippet view article find links to article
describes open scientific questions regarding the photo-electric effect, Brownian motion, and the relativity of physical laws in space. Reading this book inspired
Jean-François Le Gall (241 words) [view diff] exact match in snippet view article find links to article
French mathematician working in areas of probability theory such as Brownian motion, Lévy processes, superprocesses and their connections with partial
Skorokhod problem (276 words) [view diff] exact match in snippet view article find links to article
the solution to a stochastic differential equation for a reflecting Brownian motion. The classic version of the problem states that given a càdlàg process
Engelbert–Schmidt zero–one law (364 words) [view diff] exact match in snippet view article find links to article
associated with a continuous, non-decreasing additive functional of Brownian motion to have probability either 0 or 1, without the possibility of an intermediate
Photonic force microscope (352 words) [view diff] exact match in snippet view article find links to article
low as 0.1 nm) and the recording speed is very high (up to 1 MHz). Brownian motion deflects the bead from the resting position. A time sequence of measured
Stochastic volatility jump (168 words) [view diff] case mismatch in snippet view article find links to article
μ = constant drift (i.e. expected return), t = time, Z1 = Standard Brownian Motion etc.] David S. Bates, "Jumps and Stochastic volatility: Exchange Rate
Lajos Takács (836 words) [view diff] case mismatch in snippet view article find links to article
for his dissertation On a Probability-theoretical Investigation of Brownian Motion (1948). From 1945-48 he was a student assistant to Professor Zoltán
Bachelier model (164 words) [view diff] exact match in snippet view article find links to article
of Bachelier is the name given by a model of an asset price under brownian motion presented by Louis Bachelier on his PhD thesis The Theory of Speculation
Nanofluids in solar collectors (2,005 words) [view diff] exact match in snippet view article find links to article
anomalous increase in nanofluids heat transfer which are : Due to Brownian motion particles randomly move through the liquid. And hence better transport
Normal-inverse Gaussian distribution (898 words) [view diff] exact match in snippet view article find links to article
alternative way of explicitly constructing it. Starting with a drifting Brownian motion (Wiener process), W ( γ ) ( t ) = W ( t ) + γ t {\displaystyle W^{(\gamma
Ian C. Percival (405 words) [view diff] exact match in snippet view article find links to article
at the Planck scale, (similar to the movement of particles due to Brownian motion) in the wave function of an atom-beam interference. In 1985 he was
Dynamic speckle (1,099 words) [view diff] exact match in snippet view article find links to article
is direct evidence of the thermal motion of atoms, which cause the Brownian motion of the colloidal particles in the milk, which in turn results in the
Normal variance-mean mixture (430 words) [view diff] exact match in snippet view article find links to article
subpopulations. It is the distribution of the position of a Wiener process (Brownian motion) with drift β {\displaystyle \beta } and infinitesimal variance σ 2
White noise analysis (1,912 words) [view diff] exact match in snippet view article find links to article
}f^{2}(t)\,dt\right),\quad f\in S(\mathbb {R} ).} A version of Wiener's Brownian motion B ( t ) {\displaystyle B(t)} is obtained by the dual pairing B ( t
P-variation (1,332 words) [view diff] exact match in snippet view article find links to article
process could be smaller than its 2-variation. If Wt is a standard Brownian motion on [0, T] then with probability one its p-variation is infinite for
Gady Kozma (254 words) [view diff] exact match in snippet view article find links to article
more dimensions were treated by Lawler, the scale limiting value is Brownian motion, in four dimensions. Kozma treated the two-dimensional case in 2002
Robert M. Anderson (mathematician) (934 words) [view diff] exact match in snippet view article
Analytics in Risk at UC Berkeley. Anderson’s nonstandard construction of Brownian motion is a single object which, when viewed from a nonstandard perspective
Zbigniew Ciesielski (253 words) [view diff] exact match in snippet view article find links to article
and probability theory, in particular the mathematical theory of Brownian motion. 1964: Stefan Banach Prize [de] 1974: Order of Polonia Restituta: Knight's
J. Michael Harrison (342 words) [view diff] case mismatch in snippet view article find links to article
Broader View of Brownian Networks: Annals of Applied Probability, 2003 Brownian Motion and Stochastic Flow Systems, Wiley and Sons, 1985 Martingales and Stochastic
Ralph Betza (283 words) [view diff] case mismatch in snippet view article find links to article
Chess (1973) Weak! (1973) Biflux Chess (1974) a variant of Co-Chess Brownian Motion Chess (1974) Cassandra Chess (1974) Orbital Chess (1974) Overloader/Restorer
Deb Shankar Ray (706 words) [view diff] case mismatch in snippet view article find links to article
articles. His researches have been published as one book, Quantum Brownian Motion in C-Numbers: Theory And Applications, as chapters to books authored
Daniel Gillespie (2,235 words) [view diff] exact match in snippet view article find links to article
research has produced articles on cloud physics, random variable theory, Brownian motion, Markov process theory, electrical noise, light scattering in aerosols
Asymmetric flow field flow fractionation (688 words) [view diff] exact match in snippet view article find links to article
natural Brownian motion, a characteristic based on size that is unique to each individual species. Smaller particles have a higher Brownian motion than larger
Completely-S matrix (60 words) [view diff] exact match in snippet view article find links to article
condition for the positive recurrence of a semimartingale reflecting Brownian motion in an orthant". Annals of Applied Probability. 6 (3): 758–765. doi:10
Electrophoretic light scattering (2,863 words) [view diff] exact match in snippet view article find links to article
dispersed particles mobility. In the case of dynamic light scattering, Brownian motion causes particle motion. In the case of electrophoretic light scattering
Trinomial tree (885 words) [view diff] exact match in snippet view article find links to article
Model Implied trinomial tree Mark Rubinstein Trinomial Tree, geometric Brownian motion Archived 2011-07-21 at the Wayback Machine John Hull presents alternative
Yuliya Mishura (471 words) [view diff] case mismatch in snippet view article find links to article
in Mathematics, Springer, 2010) Stochastic Calculus for Fractional Brownian Motion and Related Processes (Lecture Notes in Mathematics 1929, Springer
Generalised hyperbolic distribution (659 words) [view diff] exact match in snippet view article find links to article
Possion process will be Possion distributed at all points in time, or a Brownian motion will be normal distributed at all points in time. However, a Lévy process
Ruth J. Williams (455 words) [view diff] exact match in snippet view article find links to article
the Mathematics Genealogy Project Williams, Ruth Jeannette (1983). Brownian motion in a wedge with oblique reflection at the boundary /. Stanford University
Zero–one law (106 words) [view diff] exact match in snippet view article find links to article
zero–one law for continuous, nondecreasing additive functionals of Brownian motion, Hewitt–Savage zero–one law for exchangeable sequences, Kolmogorov's
David Williams (mathematician) (474 words) [view diff] exact match in snippet view article
a Research Professorship. Williams's research interests encompass Brownian motion, diffusions, Markov processes, martingales and Wiener–Hopf theory.
Liquid-Phase Electron Microscopy (1,559 words) [view diff] exact match in snippet view article find links to article
micrometers-thick water layers for STEM of nanomaterials of high atomic number. Brownian motion was found to be highly reduced with respect to a bulk liquid. STEM
Coupled map lattice (1,861 words) [view diff] case mismatch in snippet view article find links to article
Frozen Chaos Pattern Selection Chaotic Brownian Motion of Defect Figure 1: Sites are divided into non-uniform clusters, where the divided patterns are
Kazamaki's condition (136 words) [view diff] exact match in snippet view article find links to article
uniformly integrable martingale. Revuz, Daniel; Yor, Marc (1999). Continuous Martingales and Brownian motion. New York: Springer-Verlag. ISBN 3-540-64325-7.
Law of the iterated logarithm (1,057 words) [view diff] exact match in snippet view article find links to article
applied. Central limit theorem Iterated logarithm Law of large numbers Brownian motion A. Khinchine. "Über einen Satz der Wahrscheinlichkeitsrechnung", Fundamenta
Short-rate model (2,419 words) [view diff] exact match in snippet view article find links to article
Throughout this section W t {\displaystyle W_{t}\,} represents a standard Brownian motion under a risk-neutral probability measure and d W t {\displaystyle dW_{t}\
Random number generation (4,005 words) [view diff] exact match in snippet view article find links to article
testing random numbers based on laser chaotic entropy sources using Brownian motion properties. Random numbers uniformly distributed between 0 and 1 can
Nonlinear expectation (238 words) [view diff] case mismatch in snippet view article find links to article
defines a nonlinear expectation Shige Peng (2006). "G–Expectation, G–Brownian Motion and Related Stochastic Calculus of Itô Type". Abel Symposia. Springer-Verlag
Dephasing rate SP formula (1,137 words) [view diff] case mismatch in snippet view article find links to article
"Quantum Dissipation versus Classical Dissipation for Generalized Brownian Motion". Physical Review Letters. 78 (15): 2878–2881. arXiv:chao-dyn/9704016
Intertemporal CAPM (1,530 words) [view diff] exact match in snippet view article find links to article
continuous time market in equilibrium. The state variable (X) follows a brownian motion: d X = μ d t + s d Z {\displaystyle dX=\mu dt+sdZ} The investor maximizes
Stochastic quantum mechanics (898 words) [view diff] case mismatch in snippet view article find links to article
1038/s41598-019-56357-3. PMID 31882809. Nelson, E. (1966). Dynamical Theories of Brownian Motion. Princeton: Princeton University Press. OCLC 25799122.CS1 maint: ref=harv
Khmaladze transformation (1,301 words) [view diff] exact match in snippet view article find links to article
_{n}(t)=w_{n}(x),t=F_{{\hat {\theta }}_{n}}(x)} is that of standard Brownian motion on [ 0 , 1 ] {\displaystyle [0,1]} , i.e., is again standard and independent
Quantum finance (1,527 words) [view diff] case mismatch in snippet view article find links to article
Uhlenbeck, G. E.; Ornstein, L. S. (1930). "On the Theory of the Brownian Motion". Phys. Rev. 36 (5): 823–841. Bibcode:1930PhRv...36..823U. doi:10.1103/PhysRev
Hitting time (596 words) [view diff] exact match in snippet view article find links to article
converse of the Début theorem (Fischer, 2013). Let B denote standard Brownian motion on the real line R starting at the origin. Then the hitting time τA
W. G. Unruh (497 words) [view diff] exact match in snippet view article find links to article
Unruh & W. H. Zurek (1989). "Reduction of a wave packet in quantum Brownian motion". Physical Review D. 40 (4): 1071–1094. Bibcode:1989PhRvD..40.1071U
Dan Bakkedahl (580 words) [view diff] case mismatch in snippet view article find links to article
Homicide Detective Animation 2010 Mayne Street Team Owner Episode: "Brownian Motion and Straight as an Arrow" How I Met Your Mother Curtis Episode: "Natural
Robert Brown (788 words) [view diff] exact match in snippet view article find links to article
(Montrose) scientist, explorer, author, botanist: R.Br., after whom Brownian motion is named Robert Brown (New Zealand botanist) (c. 1824–1906), New Zealand
NanoSight (1,206 words) [view diff] exact match in snippet view article find links to article
distribution and particle count based upon tracking of each particle's Brownian motion. Tracking is carried out for all particles in the laser scattering
Graduate Texts in Mathematics (4,745 words) [view diff] case mismatch in snippet view article find links to article
Elliptic Functions, Serge Lang (1987, 2nd ed., ISBN 978-0-387-96508-6) Brownian Motion and Stochastic Calculus, Ioannis Karatzas, Steven Shreve (2ed 2000
Diffusing-wave spectroscopy (790 words) [view diff] exact match in snippet view article find links to article
(1987). "Multiple light scattering from disordered media. The effect of brownian motion of scatterers". Zeitschrift für Physik B. 65 (4): 409. Bibcode:1987ZPhyB
George Uhlenbeck (983 words) [view diff] exact match in snippet view article find links to article
and critically written survey. That is certainly what he did in this Brownian motion paper! Describing Uhlenbeck's work, Cohen writes: Uhlenbeck's papers
Mercury nano-trap water filtration (1,064 words) [view diff] exact match in snippet view article find links to article
the fact that it's easily chemically functionalized. Additionally, Brownian motion of nanomaterials allows them to scan large volume of solvent in short
Hörmander's condition (768 words) [view diff] exact match in snippet view article find links to article
{\displaystyle (W_{1},\dotsc ,W_{n})} the normalized n-dimensional Brownian motion and ∘ d {\displaystyle \circ \operatorname {d} } stands for the Stratonovich
Gouy balance (729 words) [view diff] exact match in snippet view article find links to article
susceptibility of a sample. Amongst a wide range of interest in optics, Brownian motion, and experimental physics, Gouy also had a strong intrigue for the
Food physical chemistry (1,328 words) [view diff] exact match in snippet view article find links to article
1103/physrevlett.29.705. Ehrenberg, M., Rigler, R. (1974). "Rotational brownian motion and fluorescence intensity fluctuations". Chem Phys. 4 (3): 390–401
Louis Georges Gouy (194 words) [view diff] exact match in snippet view article find links to article
Electrocapillarity Emission capacity of absorbent of the coloured flames Brownian motion Measurement of magnetic susceptibility of transition metal complexes
Joseph L. Doob (1,124 words) [view diff] exact match in snippet view article find links to article
759–775. doi:10.2307/1989822. JSTOR 1989822. — (1957). "Conditional brownian motion and the boundary limits of harmonic functions" (PDF). Bulletin de la
Wernerian Natural History Society (732 words) [view diff] exact match in snippet view article find links to article
system Robert Brown, botanist and palaeobotanist, the first observer of Brownian motion William Bullock an English traveller, naturalist and antiquarian. Edward
Physics of financial markets (270 words) [view diff] case mismatch in snippet view article find links to article
Peters, O.; Klein, W. (2013-03-08). "Ergodicity Breaking in Geometric Brownian Motion". Physical Review Letters. 110 (10): 100603. arXiv:1209.4517. doi:10
Boltzmann constant (2,434 words) [view diff] exact match in snippet view article find links to article
Duplantier, Bertrand (2005). "Le mouvement brownien, 'divers et ondoyant'" [Brownian motion, 'diverse and undulating'] (PDF). Séminaire Poincaré 1 (in French):
SEE-I (803 words) [view diff] exact match in snippet view article find links to article
the molecule(s), providing the color, spread out in the water via Brownian motion until an equilibrium concentration is reached. Illustrate Diffusion
Glycosidic bond (1,758 words) [view diff] exact match in snippet view article find links to article
thought to involve "membrane hopping" or "hop diffusion". The non-brownian motion driven "hop diffusion" process is thought to occur due to discontinuity
Gordon Douglas Slade (518 words) [view diff] exact match in snippet view article find links to article
the square root of the number of steps and that the scaling limit is Brownian motion. Slade was an invited speaker in 1994 at the ICM in Zürich with lecture
Nanofluid (3,423 words) [view diff] exact match in snippet view article find links to article
results is explained in Myers et al. In particular it is shown that Brownian motion and thermophoresis effects are too small to have any significant effect:
Stochastic control (1,651 words) [view diff] case mismatch in snippet view article find links to article
(1991). "A Simplified Treatment of the Theory of Optimal Regulation of Brownian Motion". Journal of Economic Dynamics and Control. 15 (4): 657–673. doi:10
Amir Dembo (324 words) [view diff] exact match in snippet view article find links to article
Yuval; Rosen, Jay; Zeitouni, Ofer (2001). "Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk". Acta Mathematica.
Gilbert Hunt (479 words) [view diff] exact match in snippet view article find links to article
doi:10.1090/S0002-9947-1956-0079232-9. "Some theorems concerning Brownian motion". Trans. Amer. Math. Soc. 81: 294–319. 1956. doi:10.1090/S0002-9947-1956-0079377-3
John F. Brady (chemical engineer) (451 words) [view diff] exact match in snippet view article
Adolfo J.; John F. Brady (2003). "Accelerated Stokesian dynamics: Brownian motion" (PDF). Journal of Chemical Physics. 118 (22): 10323–10332. Bibcode:2003JChPh
Crazing (1,428 words) [view diff] exact match in snippet view article find links to article
S. F. (1978). "Dynamics of concentrated polymer systems. Part 1.?Brownian motion in the equilibrium state". Journal of the Chemical Society, Faraday
Braitenberg vehicle (809 words) [view diff] exact match in snippet view article find links to article
deviate from its straight line motion in unpredictable ways akin to Brownian motion. This behavior might be understood by a human observer as a creature
Loop entropy (390 words) [view diff] exact match in snippet view article find links to article
k_{B}} gives the entropy. Wang, M. C., & Uhlenbeck, G. E. (1945). On the theory of the Brownian motion II. Reviews of Modern Physics, 17(2-3), 323.[1]
Intrinsic viscosity (952 words) [view diff] case mismatch in snippet view article find links to article
ISSN 0036-8075. Saitô, Nobuhiko (1951-09-15). "The Effect of the Brownian Motion on the Viscosity of Solutions of Macromolecules, I. Ellipsoid of Revolution"
Quantum potential (7,977 words) [view diff] exact match in snippet view article find links to article
geometries, Brownian motion, and their topological dimension". In Smarandache, F.; Christianto, V. (eds.). Quantization in Astrophysics, Brownian Motion, and
Robert Zwanzig (673 words) [view diff] exact match in snippet view article find links to article
1420-1426. doi:10.1063/1.1740409 Mori Transport, collective motion and brownian motion, Progr. Theor. Phys., Suppl., Band 33, 1965, S. 423-455 Nee, Tsu-Wei
Leonard Ornstein (649 words) [view diff] exact match in snippet view article find links to article
Intensität der Komponenten im Zeemaneffekt, 1924 On the theory of the Brownian motion, 1930 De beteekenis der natuurkunde voor cultuur en maatschappij, 1932
Amir Caldeira (408 words) [view diff] exact match in snippet view article find links to article
Caldeira, A.O.; Leggett, A.J. (1983). "Path integral approach to quantum Brownian motion". Physica A: Statistical Mechanics and Its Applications. Elsevier BV
Grote–Hynes theory (192 words) [view diff] case mismatch in snippet view article find links to article
73 (6): 2715–2732. doi:10.1063/1.440485. Kramers, H. A. (1940). "Brownian Motion in a Field of force and the Diffusion Model of Chemical Reaction".
Minimal surface (2,390 words) [view diff] exact match in snippet view article find links to article
surfaces numerically, even if no closed form expressions are known. Brownian motion on a minimal surface leads to probabilistic proofs of several theorems
Kelvin equation (1,201 words) [view diff] exact match in snippet view article find links to article
(which is actually the Ostwald–Freundlich equation). 1. Kramers, H. A. Brownian motion in a field of force and the diffusion model of chemical reactions.
Haitinger Prize (1,195 words) [view diff] exact match in snippet view article find links to article
on esters 1908 Marian Smoluchowski for theoretical investigation of Brownian motion 1909 F. Haiser F. Wenzel 1910 Anton Skrabal for research on kinetic
Edward Nelson (1,064 words) [view diff] case mismatch in snippet view article find links to article
CS1 maint: ref=harv (link) Nelson, E. (1967). Dynamical theories of Brownian Motion. Princeton: Princeton University Press. ISBN 978-0-691-07950-9. OCLC 769464
Hundred-dollar, Hundred-digit Challenge problems (936 words) [view diff] exact match in snippet view article find links to article
its maximum? A particle at the center of a 10×1 rectangle undergoes Brownian motion (i.e., 2D random walk with infinitesimal step lengths) till it hits
Daniel Burrill Ray (364 words) [view diff] exact match in snippet view article find links to article
times and the exact Hausdorff measure of the sample path for planar Brownian motion . Trans. Amer. Math. Soc. 106 (1963) 436–444. doi:10.1090/S0002-9947-1963-0145599-X
Karina Morgenstern (575 words) [view diff] case mismatch in snippet view article find links to article
Rosenfeld, Georg; Poelsema, Bene; Comsa, George (13 March 1995). "Brownian Motion of Vacancy Islands on Ag(111)". Physical Review Letters. 74 (11): 2058–2061
Quantitative analysis (finance) (2,876 words) [view diff] exact match in snippet view article
(1990) Hull-White model 1991 – Ioannis Karatzas & Steven E. Shreve. Brownian motion and stochastic calculus. 1992 – Fischer Black and Robert Litterman:
Jean-Michel Bismut (854 words) [view diff] exact match in snippet view article find links to article
theorem. He established his celebrated integration by parts for the Brownian motion on manifolds. Since 1984, Bismut works on differential geometry. He
Annalen der Physik (1,196 words) [view diff] exact match in snippet view article find links to article
(1901), the Annus Mirabilis papers by Albert Einstein on photons, on Brownian motion, on mass–energy equivalence, and on the special theory of relativity
Ofer Zeitouni (560 words) [view diff] exact match in snippet view article find links to article
Yuval; Rosen, Jay; Zeitouni, Ofer (2001). "Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk". Acta Mathematica.
Feynman checkerboard (1,408 words) [view diff] case mismatch in snippet view article find links to article
"Relativistic Extension of the Analogy between Quantum Mechanics and Brownian Motion". Physical Review Letters. American Physical Society (APS). 53 (5):
Population balance equation (832 words) [view diff] case mismatch in snippet view article find links to article
Moment Method for Solving the Coagulation Equation for Particles in Brownian Motion. Aerosol Sci. Technol., 42(9):705–713. Marchisio, D. L., and Fox, R
Raphael Douady (1,039 words) [view diff] case mismatch in snippet view article find links to article
Douady, R.; Shiryaev, A.N.; Yor (2000). "Downfalls" in a Standard Brownian Motion Theory". Probab. Appl. 44 (1): 29–38. doi:10.1137/S0040585X97977306