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E-raamat: Brownian Motion: Elements, Dynamics and Applications

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  • Formaat: 301 pages
  • Ilmumisaeg: 01-Nov-2015
  • Kirjastus: Nova Science Publishers Inc
  • ISBN-13: 9781634837040
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  • Formaat: 301 pages
  • Ilmumisaeg: 01-Nov-2015
  • Kirjastus: Nova Science Publishers Inc
  • ISBN-13: 9781634837040
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The fields of study in which random fluctuations arise and cannot be ignored are as disparate and numerous as there are synonyms for the word "e;noise."e; In the nearly two centuries following the discovery of what has come to be known as Brownian motion, named in homage to botanist Robert Brown, scientists, engineers, financial analysts, mathematicians, and literary authors have posited theories, created models, and composed literary works which have accounted for environmental noise. This volume offers a glimpse into the ways in which Brownian motion has crept into a myriad of fields of study through fifteen distinct chapters written by mathematicians, physicists, and other scholars. The intent is to especially highlight the vastness of scholarly work that explains various facets of Nature made possible by one scientist's curiosity sparked by observing sporadic movement of specks of pollen under a microscope in a 19th century laboratory.
Preface vii
Chapter 1 Stochastic Modelling and Simulations of Structured Investment Plans
1(22)
Ling Feng
Yile Li
Xuerong Mao
Zhigang Huang
Chapter 2 Limitation of the Least Square Method in the Evaluation of Dimension of Fractal Brownian Motions
23(14)
Siming Liu
Bingqiang Qiao
Chapter 3 Parameter Estimation for Weighted Fractional Ornstein-Uhlenbeck Processes with Discrete Observations
37(16)
Xiuwei Yin
Guangjun Shen
Longjuan Deng
Chapter 4 Comparing Traditional Proofs of the Modulus of Continuity and the Law of the Iterated Logarithm to a New Method which Yields Rates of Convergence
53(22)
Lisa Marano
Chapter 5 Transporting a Macroscopic Object by Brownian Motion -- An Object as a Pollen Particle, Robots as Liquid Molecules
75(26)
Teturo Itami
Chapter 6 Maximum Principle for Stochastic Discrete-Time Ito Equations
101(16)
N. I. Mahmudov
Chapter 7 On the Controllability for Neutral Stochastic Functional Differential Equations Driven by a Fractional Brownian Motion in a Hilbert Space
117(14)
El Hassan Lakhel
Chapter 8 Controllability of Impulsive Neutral Stochastic Functional Integro-Differential Equations Driven by Fractional Brownian Motion
131(18)
El Hassan Lakhel
Mark A. McKibben
Chapter 9 Specific Features of Brownian Diffusion of Nanoparticles in Micro-Nanodroplets
149(16)
Sergey P. Fisenko
Yuliya A. Khodyko
Chapter 10 Brownian Motion and the Formation of Dark Matter Haloes
165(36)
N. Hiotelis
Chapter 11 Literature as a Diffusion Process
201(18)
Agamirza E. Bashirov
Gunash Bashirova
Chapter 12 Almost Periodic Solution of Some Stochastic Difference Equations
219(12)
Mamadou Moustapha Mbaye
Chapter 13 Impulsive Stochastic Differential Equations Driven by G-Brownian Motion
231(12)
Lanying Hu
Yong Ren
Chapter 14 Fractional Stochastic Differential Equations
243(24)
P. Balasubramaniam
P. Tamilalagan
Chapter 15 Abstract Second-Order Damped Stochastic Evolution Equations in a Hilbert Space Driven by Fractional Brownian Motion
267(22)
Mark A. McKibben
Micah Webster
Index 289