Publications associées à Mouvement brownien

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Victor Panaretos, Neda Mohammadi Jouzdani

We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...

Elsevier2024

Anomalous Dissipation and Lack of Selection in the Obukhov-Corrsin Theory of Scalar Turbulence

Maria Colombo, Massimo Sorella

The Obukhov-Corrsin theory of scalar turbulence [21, 54] advances quantitative predictions on passive-scalar advection in a turbulent regime and can be regarded as the analogue for passive scalars of Kolmogorov's K41 theory of fully developed turbulence [4 ...

Springernature2023

Stochastic particle transport by deep-water irregular breaking waves

Debbie Eeltink

Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results by Deike et al. (J. Fluid Mech., vol. 829, 2017, ...

Cambridge University Press2023

Atomic scale volume and grain boundary diffusion elucidated by in situ STEM

Johann Michler, Xavier Maeder, Amit Sharma, Laszlo Pethö

Diffusion is one of the most important phenomena studied in science ranging from physics to biology and, in abstract form, even in social sciences. In the field of materials science, diffusion in crystalline solids is of particular interest as it plays a p ...

Nature Portfolio2023

Super-harmonically resonant swirling waves in longitudinally forced circular cylinders

François Gallaire, Alessandro Bongarzone, Alice Evelyne Julienne Marcotte

Resonant sloshing in circular cylinders was studied by Faltinsen et al. (J. Fluid Mech., vol. 804, 2016, pp. 608-645), whose theory was used to describe steady-state resonant waves due to a time-harmonic container's elliptic orbits. In the limit of longitu ...

Cambridge University Press2023

Brownian half-plane excursion and critical Liouville quantum gravity

Juhan Aru, Xin Sun

In a groundbreaking work, Duplantier, Miller and Sheffield showed that subcritical Liouville quantum gravity (LQG) coupled with Schramm-Loewner evolutions (SLE) can be obtained by gluing together a pair of Brownian motions. In this paper, we study the coun ...

WILEY2022

Weakly-supervised Action Transition Learning for Stochastic Human Motion Prediction

Mathieu Salzmann, Wei Mao

We introduce the task of action-driven stochastic human motion prediction, which aims to predict multiple plausible future motions given a sequence of action labels and a short motion history. This differs from existing works, which predict motions that ei ...

IEEE COMPUTER SOC2022

Extremal Distance And Conformal Radius Of A Cle4 Loop

Juhan Aru, Titus Lupu

Consider CLE4 in the unit disk, and let l be the loop of the CLE4 surrounding the origin. Schramm, Sheffield and Wilson determined the law of the conformal radius seen from the origin of the domain surrounded by l. We complement their result by determining ...

INST MATHEMATICAL STATISTICS-IMS2022

Skew-Brownian motion and pricing European exchange options br

Puneet Pasricha

This article derives a closed-form pricing formula for European exchange options under a non-Gaussianframework for the underlying assets, intending to resolve mispricing associated with a geometric Brownianmotion. The dynamics of each of the two correlated ...

ELSEVIER SCIENCE INC2022

Prospective motion correction in kidney MRI using FID navigators

Tobias Kober

Purpose Abdominal MRI scans may require breath-holding to prevent image quality degradation, which can be challenging for patients, especially children. In this study, we evaluate whether FID navigators can be used to measure and correct for motion prospec ...

WILEY2022