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Yukawa Potential, Panharmonic Measure and Brownian Motion
This paper continues our earlier investigation, where a walk-on-spheres (WOS) algorithm for Monte Carlo simulation of the solutions of the Yukawa and the Helmholtz partial differential equations (PDEs) was developed by ...
Transfer Principle for nth order Fractional Brownian Motion with Applications to Prediction and Equivalence in Law
The n-th order fractional Brownian motion was introduced by Perrin et al. . It is the (up to a multiplicative constant) unique self-similar Gaussian process with the Hurst index H∈(n-1,n), having n-th order stationary ...