BROWNIAN

作品数:191被引量:122H指数:4
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相关领域:理学更多>>
相关作者:刘永宏缪柏其谭智平张永奎张颖更多>>
相关机构:中国科学技术大学武汉工业学院湖北大学福建师范大学更多>>
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相关基金:国家自然科学基金中国博士后科学基金国家教育部博士点基金湖北省自然科学基金更多>>
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Quantifying the Driving Effect of Colored Noise in Brownian Motors
《Chinese Physics Letters》2025年第1期94-98,共5页Zhichao Zhang Yue Liu Congmin Wu Dahai He 
supported by the National Natural Science Foundation of China(Grant Nos.12075199 and 12247172);the Natural Science Foundation of Fujian Province,China(Grant No.2021J01006);the Natural Science Foundation of Jiangxi Province,China(Grant No.20212BAB201024)。
The colored noise disrupts the detailed balance,enabling directed transport in ratchet systems without additional driving forces.Despite a well-established understanding of the conditions for Brownian motors,quantific...
关键词:BROWNIAN COLORED directed 
Mean-square consensus control of multi-agent systems driven by fractional Brownian motion
《Science China(Information Sciences)》2024年第11期357-358,共2页Xiaolin YUAN Yongguang YU Wei SU Guojian REN 
supported by the National Key R&D Program of China(Grant No.2023YFC2605604);the National Natural Science Foundation of China(Grant Nos.62173027,72072009)。
In the 1940s,the stochastic process with long memory was first proposed by Kolmogorov.Then,Mandelbrot et al.[1]named it fractional Brownian motion(FBM)and studied its properties.The nonlocality,non-Markov property,and...
关键词:PROPERTIES FRACTIONAL BROWNIAN 
Information-based approach:Pricing of a credit risky asset in the presence of default time
《Probability, Uncertainty and Quantitative Risk》2024年第3期405-430,共26页Mohammed Louriki 
We extend the information-based asset-pricing framework by Brody,Hughston&Macrina to incorporate a stochastic bankruptcy time for the writer of the asset.Our model introduces a non-defaultable cash flow Zr to be made ...
关键词:Brownian random bridge SEMIMARTINGALE Local time Compensator process Information-based asset pricing Credit risk Default time Totally inaccessible stopping time 
Few-shot incremental radar target recognition framework based on scattering-topology properties
《Chinese Journal of Aeronautics》2024年第8期246-260,共15页Chenxuan LI Weigang ZHU Bakun ZHU Yonggang LI 
The continuous emergence of new targets in open scenarios leads to a substantial decrease in the performance of Inverse Synthetic Aperture Radar(ISAR)recognition systems.Also,data scarcity further exacerbates the chal...
关键词:Brownian distance metric Graph neural networks Incremental learning Inverse Synthetic Aperture Radar(ISAR) SCATTERING 
Factors of Pumping Capacity in Some Different Types of Channel Brownian Pumps
《Journal of Donghua University(English Edition)》2023年第3期326-333,共8页谢嘉泳 
National Natural Science Foundation of China (No. 61975058);Blue Shield Technology Project,China (No. LD20170209)。
The motion of particles in different channel Brownian pumps can be described by Langevin equations,and the pumping capacity is a useful indicator to demonstrate the strength of a pump’s transportation ability.Via the...
关键词:Brownian pump pumping capacity unbiased external force average probability current(APC) 
No-Arbitrage in Financial Economics: Solution of the Mystery of Implied Volatility and S&P 500 Volatility Index被引量:1
《Management Studies》2023年第3期125-168,共44页Valery V.Shemetov 
We have shown that classic works of Modigliani and Miller, Black and Scholes, Merton, Black and Cox, and Leland making the foundation of the modern asset pricing theory, are wrong due to misinterpretation of no arbitr...
关键词:geometric Brownian model Extended Merton model business securing expenses option and warrant pricing corporate debt default probability 
Multiphysics numerical investigation of photothermal self-driving characteristics of SiO_(2)@Au Janus microparticles for drug delivery被引量:1
《Particuology》2023年第5期165-175,共11页Ying Liu Xinzhi Wang Yurong He 
supported by the Heilongjiang Province Natural Science Foundation(Grant No.LH2019E053);Fundamental Research Funds for Central Universities(Grant No.FRFCU5710051421).
The photothermal self-driving process of Janus microparticles has wide application prospects in the fields of biomedicine.Since silica and gold have good biocompatibility and high photothermal conversion efficiency,th...
关键词:Janus microparticles Photothermal self-driving Multiphysics coupling method BROWNIAN 
Light-Programmable Assemblies of Isotropic Micromotors被引量:3
《Research》2022年第4期481-492,共12页Shengping Che Jianhua Zhang Fangzhi Mou Xia Guo Joshua E.Kauffman Ayusman Sen Jianguo Guan 
This work was supported by the National Natural Science Foundation of China(21875175 and 52073222);Natural Science Foundation of Hubei Province(2019CFA048).
“Life-like”nonequilibrium assemblies are of increasing significance,but suffering from limited steerability as they are generally based on micro/nanomotors with inherent asymmetry in chemical composition or geometry...
关键词:BROWNIAN ROTATION NONEQUILIBRIUM 
CONFORMAL RESTRICTION MEASURES ON LOOPS SURROUNDING AN INTERIOR POINT
《Acta Mathematica Scientia》2021年第6期1873-1886,共14页Yong HAN Yuefei WANG 
The authors were supported by NSFC(11688101).
A conformal restriction measure is a probability measure which is used to describe the law of a random connected subset in a simply connected domain that satisfies a certain conformal restriction property. Usually the...
关键词:self-avoiding loops conformal restriction measure SLE Brownian loop measure 
Phase behavior of rotationally asymmetric Brownian kites containing 90°internal angles
《Chinese Physics B》2021年第12期467-472,共6页Huaqing Liu Yiwu Zong Zhanglin Hou Thomas G.Mason Kun Zhao 
Project supported by the National Natural Science Foundation of China(Grant Nos.11874277 and 21621004,and 11704276);the Natural Science Foundation of Tianjin,China(Grant No.19JCQNJC14900)。
Previous Monte Carlo simulations have shown that ordered tetratic phases can emerge in a dense two-dimensional Brownian system of rotationally asymmetric hard kites having 90°internal angles.However,there have been n...
关键词:tetratic order colloidal kites two-dimentional system phase behavior 
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