Fractional Brown Motion - Articles - Scientific Research Publishing

Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate (Articles)

Jin Li, Kaili Xiang, Chuanyi Luo

Applied Mathematics Vol.5 No.16, August 29, 2014

DOI: 10.4236/am.2014.516234 3,443 Downloads 4,552 Views Citations
Is the Driving Force of a Continuous Process a Brownian Motion or Fractional Brownian Motion? (Articles)

Xinbing Kong, Bingyi Jing, Cuixia Li

Journal of Mathematical Finance Vol.3 No.4, November 15, 2013

DOI: 10.4236/jmf.2013.34048 3,404 Downloads 6,238 Views Citations
Quantum Effect on Elementary Process of Diffusion and Collective Motion of Brown Particles (Articles)

Takahisa Okino

Journal of Modern Physics Vol.9 No.5, April 25, 2018

DOI: 10.4236/jmp.2018.95063 1,121 Downloads 2,534 Views Citations
Application of G-Brown Motion in the Stock Price (Articles)

Chuankang Chai

Journal of Mathematical Finance Vol.10 No.1, December 20, 2019

DOI: 10.4236/jmf.2020.101003 920 Downloads 2,308 Views Citations
Evaluation of Daily Tumor Motion by Measuring Fiducial Length on CBCT Images in Pancreatic Stereotactic Body Radiation Therapy (Articles)

Si Young Jang, Min-Sig Hwang, Ron Lalonde, Dwight E. Heron, M. Saiful Huq

International Journal of Medical Physics, Clinical Engineering and Radiation Oncology Vol.8 No.2, April 2, 2019

DOI: 10.4236/ijmpcero.2019.82007 1,045 Downloads 2,037 Views Citations
Strong Local Non-Determinism of Sub-Fractional Brownian Motion (Articles)

Nana Luan

Applied Mathematics Vol.6 No.13, November 30, 2015

DOI: 10.4236/am.2015.613194 3,486 Downloads 4,947 Views Citations
This article belongs to the Special Issue on Fractional Calculus
Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm (Articles)

Jingqi Han, Litan Yan

Journal of Applied Mathematics and Physics Vol.6 No.4, April 27, 2018

DOI: 10.4236/jamp.2018.64078 946 Downloads 2,193 Views Citations
One Dimensional Random Motion on Segment with Reflecting Edges and Dependent Increments (Articles)

Gurami Tsitsiashvili

Journal of Applied Mathematics and Physics Vol.6 No.3, March 15, 2018

DOI: 10.4236/jamp.2018.63045 727 Downloads 1,515 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 1,122 Downloads 2,385 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 287 Downloads 1,085 Views Citations
This article belongs to the Special Issue on Pricing Strategy and Theory
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 3,711 Downloads 6,844 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 4,994 Downloads 8,454 Views Citations
Markerless Respiratory Motion Tracking Using Single Depth Camera (Articles)

Shinobu Kumagai, Ryohei Uemura, Toru Ishibashi, Susumu Nakabayashi, Norikazu Arai, Takenori Kobayashi, Jun’ichi Kotoku

Open Journal of Medical Imaging Vol.6 No.1, March 25, 2016

DOI: 10.4236/ojmi.2016.61003 3,248 Downloads 5,108 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 5,810 Downloads 9,840 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Efficacy of Daily Cone-Beam Computed Tomography as Part of a Rescan Protocol for Large Offset to Reduce the Inter-Fractional Motion of the Prostate (Articles)

Shinsaku Yamaguchi, Takayuki Ohguri, Hajime Imada, Katsuya Yahara, Hiroyuki Narisada, Satoshi Iwasaki, Toshihiro Onoda, Yuta Ezaki, Eiji Hamada, Yukunori Korogi

International Journal of Medical Physics, Clinical Engineering and Radiation Oncology Vol.3 No.4, September 19, 2014

DOI: 10.4236/ijmpcero.2014.34025 3,338 Downloads 4,897 Views Citations
Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment (Articles)

Wenjing Gu, Yinglin Liu, Ruili Hao

Journal of Mathematical Finance Vol.6 No.2, March 9, 2016

DOI: 10.4236/jmf.2016.62021 3,052 Downloads 4,423 Views Citations
Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution (Articles)

Yue Hu, Hongling Dong, Le Fu, Jiayang Zhai

Journal of Mathematical Finance Vol.12 No.3, August 25, 2022

DOI: 10.4236/jmf.2022.123029 388 Downloads 1,629 Views Citations
Backward Stochastic Differential Equations Driven by Fractional Brownian Motion: Theory and Applications (Articles)

Bou Diop

Journal of Applied Mathematics and Physics Vol.13 No.11, November 11, 2025

DOI: 10.4236/jamp.2025.1311212 57 Downloads 382 Views Citations
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing (Articles)

Mohammed Alhagyan, Masnita Misiran, Zurni Omar

Open Access Library Journal Vol.3 No.8, August 19, 2016

DOI: 10.4236/oalib.1102863 1,639 Downloads 3,374 Views Citations
Brown Tumor of the Maxilla Revealing Primary Hyperparathyroidism (Articles)

Madiha Mahfoudhi, Khaled Khamassi, Amel Gaieb Battikh, Rym Lahiani, Turki Sami, Mamia Ben Salah

International Journal of Clinical Medicine Vol.6 No.4, April 16, 2015

DOI: 10.4236/ijcm.2015.64031 3,837 Downloads 5,203 Views Citations

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