Diffusion; Brownian Motion; Random Movement - Articles

The Arc-Sine Laws for the Skew Brownian Motion and Their Interpretation (Articles)

Ivan H. Krykun

Journal of Applied Mathematics and Physics Vol.6 No.2，February 8, 2018

DOI: 10.4236/jamp.2018.62033 1,144 Downloads 2,146 Views Citations
A Generalization of the Clark-Ocone Formula (Articles)

Mahmmoud Salih, Sulieman Jomah

Journal of Applied Mathematics and Physics Vol.6 No.7，July 19, 2018

DOI: 10.4236/jamp.2018.67121 637 Downloads 1,753 Views Citations
Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs (Articles)

Foad Shokrollahi

Journal of Mathematical Finance Vol.8 No.4，November 7, 2018

DOI: 10.4236/jmf.2018.84040 958 Downloads 1,858 Views Citations
Multiple G-Stratonovich Integral Driven by G-Brownian Motion (Articles)

Zou Li, Fangyuan Liu, Yang Li

Journal of Applied Mathematics and Physics Vol.6 No.11，November 19, 2018

DOI: 10.4236/jamp.2018.611190 843 Downloads 1,613 Views Citations
Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion (Articles)

Kebareng I. Moalosi-Court

Open Access Library Journal Vol.6 No.8，August 2, 2019

DOI: 10.4236/oalib.1105568 262 Downloads 1,042 Views Citations
Brownian Motion & the Stochastic Behavior of Stocks (Articles)

Pantelis Tassopoulos, Yorgos Protonotarios

Journal of Mathematical Finance Vol.12 No.1，February 15, 2022

DOI: 10.4236/jmf.2022.121009 363 Downloads 2,891 Views Citations
Perpetual American Call Option under Fractional Brownian Motion Model (Articles)

Atsuo Suzuki

Journal of Mathematical Finance Vol.13 No.2，May 31, 2023

DOI: 10.4236/jmf.2023.132014 173 Downloads 639 Views Citations
This article belongs to the Special Issue on Pricing Strategy and Theory
Stationary Distribution of Random Motion with Delay in Reflecting Boundaries (Articles)

Anatoliy A. Pogorui, Ramón M. Rodríguez-Dagnino

Applied Mathematics Vol.1 No.1，June 2, 2010

DOI: 10.4236/am.2010.11004 4,827 Downloads 8,498 Views Citations
Unbiased Diffusion to Escape through Small Windows: Assessing the Applicability of the Reduction to Effective One-Dimension Description in a Spherical Cavity (Articles)

Marco-Vinicio Vazquez, Leonardo Dagdug

Journal of Modern Physics Vol.2 No.4，April 22, 2011

DOI: 10.4236/jmp.2011.24037 5,314 Downloads 9,680 Views Citations
Transport in Astrophysics: I. Diffusion of Solar and Galactic Cosmic Rays (Articles)

Lorenzo Zaninetti

International Journal of Astronomy and Astrophysics Vol.12 No.1，February 23, 2022

DOI: 10.4236/ijaa.2022.121003 252 Downloads 1,083 Views Citations
Enhanced Transport of Overdamped Particles in a Disordered Biased Periodic Potential (Articles)

Meng Hu

Journal of Modern Physics Vol.13 No.8，August 15, 2022

DOI: 10.4236/jmp.2022.138067 148 Downloads 599 Views Citations
This article belongs to the Special Issue on Statistical Physics and Nonlinear Phenomena
Transport in Astrophysics: VI. Ultra-High Energy Cosmic Rays (Articles)

Lorenzo Zaninetti

International Journal of Astronomy and Astrophysics Vol.14 No.1，March 29, 2024

DOI: 10.4236/ijaa.2024.141005 107 Downloads 375 Views Citations
Transport in Astrophysics: VII. Solar Modulation of the Cosmic Rays (Articles)

Lorenzo Zaninetti

International Journal of Astronomy and Astrophysics Vol.14 No.4，November 5, 2024

DOI: 10.4236/ijaa.2024.144016 60 Downloads 264 Views Citations
Simulation of a Daily Precipitation Time Series Using a Stochastic Model with Filtering (Articles)

Chieko Gomi, Yasuhisa Kuzuha

Open Journal of Modern Hydrology Vol.3 No.4，October 23, 2013

DOI: 10.4236/ojmh.2013.34025 3,531 Downloads 6,327 Views Citations
Direction without speed information process in the human brain: a magnetoencephalographic study using random dots apparent motion stimulus (Articles)

Sachiko Oka, Tomokazu Urakawa, Ryusuke Kakigi, Yoshiki Kaneoke

Open Journal of Molecular and Integrative Physiology Vol.1 No.2，August 22, 2011

DOI: 10.4236/ojmip.2011.12003 4,282 Downloads 10,520 Views Citations
Deposition of charged nano-particles in the human airways including effects from cartilaginous rings (Articles)

Hans O. Akerstedt

Natural Science Vol.3 No.10，October 21, 2011

DOI: 10.4236/ns.2011.310113 5,181 Downloads 8,913 Views Citations
A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques (Articles)

Farshid Mehrdoust, Kianoush Fathi Vajargah

Journal of Mathematical Finance Vol.2 No.2，May 23, 2012

DOI: 10.4236/jmf.2012.22021 4,967 Downloads 10,084 Views Citations
Telegraph Equations and Complementary Dirac Equation from Brownian Movement (Articles)

Balwant Singh Rajput

Journal of Modern Physics Vol.3 No.9，September 24, 2012

DOI: 10.4236/jmp.2012.39128 3,964 Downloads 6,272 Views Citations
From Dynamic Linear Evaluation Rule to Dynamic CAPM in a Fractional Brownian Motion Environment (Articles)

Qing Zhou, Chao Li

Journal of Mathematical Finance Vol.2 No.4，November 23, 2012

DOI: 10.4236/jmf.2012.24034 4,835 Downloads 7,993 Views Citations
Evaluation of Geometric Asian Power Options under Fractional Brownian Motion (Articles)

Zhijuan Mao, Zhian Liang

Journal of Mathematical Finance Vol.4 No.1，December 25, 2013

DOI: 10.4236/jmf.2014.41001 5,542 Downloads 9,251 Views Citations
This article belongs to the Special Issue on Option Pricing Research

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