Abstract: In this paper, the controllability result of impulsive neutral stochastic functional differential equations with finite delay and fractional Brownian motion in a Hilbert space is studied. By ...

Simulation of a particle in a 2D Lennard-Jones gas for studying brownian motion, the Langevin equation, and non-equilibrium fluctuation-dissipation relations. Langevin simulation for studying first ...

The discovery that these two apparently unrelated branches of physics are in some sense mathematically equivalent has led to a new subject known as probabilistic ...

Geometric Brownian Motion is a continuous time stochastic process used to describe the stochastic ... One way to do this is to use the Euler-Maruyama method, which involves discretizing time and ...

Brownian Motion,Classical Computer,Equations Of Motion,Point-like,Quantum Algorithms,Quantum Computing,Quantum Fluctuations,Quantum Mechanics,Wave Function,Affine ...

particularly equations that model vibrating objects. More precisely, I study eigenvalue problems that seek to describe the vibrational frequencies of various drums and plates. I also investigate ...

Our model is based on DeMarzo and Fishman (2003), except that the agent's cash flows are given by a Brownian motion with drift in continuous time ... calculus similar to Sannikov (2003), we ...