Brownian motion or pedesis (from Ancient Greek: πήδησις /pέːdεːsis/ "leaping") is the random motion of particles suspended in a fluid (a liquid or a… (More)

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Highly Cited

2012

Highly Cited

2012

- Sachin Kadloor, Raviraj S. Adve, Andrew W. Eckford
- IEEE Transactions on NanoBioscience
- 2012

Inspired by biological communication systems, molecular communication has been proposed as a viable scheme to communicate between… (More)

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Highly Cited

2007

Highly Cited

2007

- Andrew W. Eckford
- 2007 41st Annual Conference on Information…
- 2007

In this paper, the problem of communicating using chemical messages propagating using Brownian motion, rather than… (More)

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Highly Cited

2004

Highly Cited

2004

- Ness
- 2004

THE TERM “FRACTIONAL BROWNIAN MOTIONS” and the abbreviation FBMs will be used to denote a family of Gaussian random functions… (More)

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2004

Highly Cited

2004

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Highly Cited

2003

Highly Cited

2003

ABSTRACT. – For every value of the Hurst index H ∈ (0,1) we define a stochastic integral with respect to fractional Brownian… (More)

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Highly Cited

2000

Highly Cited

2000

- Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan
- SIAM J. Control and Optimization
- 2000

This paper describes some of the results in [5] for a stochastic calculus for a fractional Brownian motion with the Hurst… (More)

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Highly Cited

2000

Highly Cited

2000

- Murad S. Taqqu
- 2000

Let fB H (u)g u2R be a fractional Brownian motion (fBm) with index H 2 (0; 1) and sp(B H) be the closure in L 2 (() of the span… (More)

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Highly Cited

1999

Highly Cited

1999

Since the fractional Brownian motion is not a semi–martingale, the usual Ito calculus cannot be used to define a full stochastic… (More)

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Highly Cited

1997

Highly Cited

1997

- L. C. G. Rogers
- 1997

Fractional Brownian motion has been suggested as a model for the movement of log share prices which would allow long-range… (More)

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Highly Cited

1995

Highly Cited

1995

- Romain François PELTIER, Jacques Lévy Véhel
- 1995

We generalize the deenition of the fractional Brownian motion of exponent H to the case where H is no longer a constant, but a… (More)

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