The study of stochastic differential equations (SDEs) has long been a cornerstone in the modelling of complex systems affected by randomness. In recent years, the extension to G-Brownian motion has ...
The classical inverse first passage time problem asks whether, for a Brownian motion (Bt)t≥0 and a positive random variable ξ, there exists a barrier b : ℝ₊ → ℝ such that ℙ{Bs > b(s), 0 ≤ s ≤ t} = ℙ{ξ ...
The seemingly random movement of Brownian motion just got a little more classical, as scientists have been able to image the ultrafast motions of a trapped particle.
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