2012•International Linear ColliderRequires access

Brownian motion : theory, modelling and applications

Robert C. Earnshaw, Elizabeth Riley

Abstract

Preface White Noise Calculus, Stochastic Calculus, Coarse-Graining & Fractal Geodesic: A Unified Approach via Fractional Calculus & Maruyama's Notation Applications of Markov Chains & Brownian Motion Models in Insect Ecology Applications of Multifractional Brownian Motion to Internet Traffic The Multidimensional Brownian Motion: Numerical Valuation of American & Bermudan Options Brownian Motion-Based Model for Enhanced Thermal Conductivity of Nanofluids Brownian Motion of Carbon Nanotube in a Molten Polymer & its Application Brownian Dynamics Simulation of Surfactant Micellar Microstructure & Rheology Development of the Fractional Brownian Motion & its Applications on Coastal Dispersion Modelling Differential Games & Equilibriums of Fusion Reactors Thermophoresis & Brownian Diffusion of Nanoparticles in a Nonisothermal Gas Flow On the Joint Distribution of Quadratic Functionals of Brownian Motion Two Extensions of Fractional Brownian Motion: Application to Trabecular Bone Radiographs.

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Key concepts: Fractional Brownian motion, Diffusion process, Geometric Brownian motion, Brownian motion, Quadratic variation, Brownian excursion, Martingale representation theorem, Reflected Brownian motion