scholarly journals One-dimensional Brownian Motion of Charged Particles along Microtubules: A Model System for Weak, Nonspecific Interactions

2012 ◽  
Vol 52 (1) ◽  
pp. 010-013
Author(s):  
Itsushi MINOURA ◽  
Etsuko MUTO
Keyword(s):  
Brownian Motion ◽  
Charged Particles ◽  
Model System ◽  
One Dimensional ◽  
Nonspecific Interactions

scholarly journals BSDEs with Logarithmic Growth Driven by Brownian Motion and Poisson Random Measure and Connection to Stochastic Control Problem

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Khalid Oufdil
Keyword(s):  
Optimal Control ◽  
Brownian Motion ◽  
Control Problem ◽  
Stochastic Optimal Control ◽  
Random Measure ◽  
Poisson Random Measure ◽  
One Dimensional ◽  
Stochastic Optimal Control Problem ◽  
Uniqueness Of The Solution ◽  
Logarithmic Growth

Abstract In this paper, we study one-dimensional backward stochastic differential equations under logarithmic growth in the 𝑧-variable ( | z | ⁢ | ln ⁡ | z | | ) (\lvert z\rvert\sqrt{\lvert\ln\lvert z\rvert\rvert}) . We show the existence and the uniqueness of the solution when the noise is driven by a Brownian motion and an independent Poisson random measure. In addition, we highlight the connection of such BSDEs with stochastic optimal control problem, where we show the existence of an optimal strategy for the control problem.

The Level-Crossing Problem: First-Passage, Escape and Extremes

2014 ◽  
Vol 13 (04) ◽  
pp. 1430001 ◽  
Author(s):  
Jaume Masoliver
Keyword(s):  
Brownian Motion ◽  
Diffusion Processes ◽  
Extreme Values ◽  
Level Crossing ◽  
First Passage ◽  
One Dimensional ◽  
Absolute Value ◽  
Dimensional Diffusion

We review the level-crossing problem which includes the first-passage and escape problems as well as the theory of extreme values (the maximum, the minimum, the maximum absolute value and the range or span). We set the definitions and general results and apply them to one-dimensional diffusion processes with explicit results for the Brownian motion and the Ornstein–Uhlenbeck (OU) process.

One-Dimensional Brownian Motion and Related Processes

2018 ◽  
pp. 369-409
Author(s):  
Giuseppe Campolieti ◽  
Roman N. Makarov
Keyword(s):  
Brownian Motion ◽  
One Dimensional

1/fnoise and one-dimensional Brownian motion in a singular potential

1994 ◽  
Vol 50 (4) ◽  
pp. 2491-2495 ◽  
Author(s):  
H. F. Ouyang ◽  
Z. Q. Huang ◽  
E. J. Ding
Keyword(s):  
Brownian Motion ◽  
Singular Potential ◽  
One Dimensional
Sign in / Sign up

Export Citation Format

Share Document