This paper presents correction terms to the tangent approximation for the first-exit density of Brownian motion at distant boundaries. These lead to second-order approximations to the first-exit ...

In this paper, we investigate the L²-consistency and the strong consistency of the maximum likelihood estimators (MLE) of the mean and variance of the sub-fractional Brownian motion with drift at ...

Lausanne, Switzerland-- An international group of researchers from the EPFL (Ecole Polytechnique Fédérale de Lausanne), the University of Texas at Austin and the European Molecular Biology Laboratory ...

Classical Brownian motion theory was established over one hundred year ago, describing the stochastic collision behaviors between surrounding molecules. Recently, researchers from Technical Institute ...

Research carried out at the University of Pennsylvania has definitively measured and described the Brownian motion of an isolated ellipsoidal particle, completing a path laid out by Einstein 100 years ...

Moving pictures: microscope image of a quasicrystal two days after release. The right half has been colour coded. (Courtesy: Po-Yuan Wang and Thomas Mason/Nature) A quasicrystal made from tiny Penrose ...

The video clip shows 100+200nm polystyrene particles moving under Brownian motion as seen by the NanoSight LM20. The technique looks at the rate of Brownian motion and relates the speed of movement, ...

Researchers at Tokyo Institute of Technology (Tokyo Tech) have brought the worlds of physics and finance one step closer to each other. In a study published in Physical Review Letters, the team ...

Arkansas physicists have successfully developed a circuit capable of capturing graphene’s thermal motion and converting it into an electrical current. This lab curiousity only needs to be millions of ...