Publications associées à Geometric Brownian motion

Functional Central Limit Theorem for the Interface of the Symmetric Multitype Contact Process

Thomas Mountford, Daniel Rodrigues Valesin

We study the interface of the symmetric multitype contact process on Z. In this process, each site of Z is either empty or occupied by an individual of one of two species. Each individual dies with rate 1 and attempts to give birth with rate 2R lambda; the ...

Impa2016

Interplay between optical, viscous, and elastic forces on an optically trapped Brownian particle immersed in a viscoelastic fluid

László Forró, Sylvia Jeney

We provide a detailed study of the interplay between the different interactions which appear in the Brownian motion of a micronsized sphere immersed in a viscoelastic fluid measured with optical trapping interferometry. To explore a wide range of viscous, ...

Amer Inst Physics2016

Calibration of optical tweezers with non-spherical probes via high-resolution detection of Brownian motion

László Forró, Richard Gaal, Flavio Maurizio Mor, Sylvia Jeney

Optical tweezers are commonly used and powerful tools to perform force measurements on the piconewton scale and to detect nanometer-scaled displacements. However, the precision of these instruments relies to a great extent on the accuracy of the calibratio ...

Elsevier Science Bv2015

Study of constrained Brownian motion of nanoparticles near an interface using optical tweezers

Martinus Gijs, Thomas Lehnert, Matteo Cornaglia, Raphaël Etienne Jean Trouillon, Hui Yang

We demonstrate a method to determine the Brownian motion and the diffusion coefficient of a nanoparticle in water in a plane that is parallel to a solid boundary and as function of the distance normal to that boundary by using an optical tweezers instrumen ...

Spie-Int Soc Optical Engineering2015

Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process

Sebastian Engelke

The convergence of properly time-scaled and normalized maxima of independent standard Brownian motions to the Brown-Resnick process is well-known in the literature. In this paper, we study the extremal functional behavior of non-Gaussian processes, namely ...

Elsevier Science Bv2015

A Quickest Detection Problem With An Observation Cost

Robert Dalang

In the classical quickest detection problem, one must detect as quickly as possible when a Brownian motion without drift "changes" into a Brownian motion with positive drift. The change occurs at an unknown "disorder" time with exponential distribution. Th ...

Inst Mathematical Statistics2015

A weighted empirical interpolation method: a priori convergence analysis and applications

Alfio Quarteroni, Gianluigi Rozza, Peng Chen

We extend the classical empirical interpolation method to a weighted empirical interpolation method in order to approximate nonlinear parametric functions with weighted parameters, e.g. random variables obeying various probability distributions. A priori c ...

EDP Sciences2014

Accounting for inertia effects to access the high-frequency microrheology of viscoelastic fluids

László Forró, Sylvia Jeney, Elena Bertseva, Frank Scheffold

We study the Brownian motion of microbeads immersed in water and in a viscoelastic wormlike micelles solution by optical trapping interferometry and diffusing wave spectroscopy. Through the mean-square displacement obtained from both techniques, we deduce ...

Amer Physical Soc2014

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Geometric Brownian motion

Generating Calligraphic Trajectories with Model Predictive Control

Optimal solution and asymptotic properties of a stochastic control problem arising in sailboat trajectory optimization

Functional Central Limit Theorem for the Interface of the Symmetric Multitype Contact Process

Interplay between optical, viscous, and elastic forces on an optically trapped Brownian particle immersed in a viscoelastic fluid

Calibration of optical tweezers with non-spherical probes via high-resolution detection of Brownian motion

Study of constrained Brownian motion of nanoparticles near an interface using optical tweezers

Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process

A Quickest Detection Problem With An Observation Cost

A weighted empirical interpolation method: a priori convergence analysis and applications

Accounting for inertia effects to access the high-frequency microrheology of viscoelastic fluids

Graph Chatbot

Chattez avec Graph Search

Functional Central Limit Theorem for the Interface of the Symmetric Multitype Contact Process

Optimal solution and asymptotic properties of a stochastic control problem arising in sailboat trajectory optimization

Generating Calligraphic Trajectories with Model Predictive Control

A weighted empirical interpolation method: a priori convergence analysis and applications

Interplay between optical, viscous, and elastic forces on an optically trapped Brownian particle immersed in a viscoelastic fluid

Calibration of optical tweezers with non-spherical probes via high-resolution detection of Brownian motion

Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process

A Quickest Detection Problem With An Observation Cost

Study of constrained Brownian motion of nanoparticles near an interface using optical tweezers

Accounting for inertia effects to access the high-frequency microrheology of viscoelastic fluids