MATLAB code to generate Riemann-Liouville fractional and multifractional Brownian motion paths with a given Hurst function.

Code for simulating fractional Brownian motion I have programmed some algorithms for simulating fractional Brownian motion. The resulting C-programs are suited for dynamically loading into R, but the ...

We estimate the drift and the level sets of the stationary distribution of a Brownian motion with drift, reflected in the boundary of a compact set S ⊂ℝd, departing from the observation of a ...

We derive an upper bound for the disconnection exponent γ of two-dimensional Brownian motion. More precisely, we show that $\gamma \leq {\textstyle\frac {1} {2}}- ( {\rm log}\,2)^ {2}/ (2\pi ^ ...

During this time, motion is Brownian yet the system does not sample all possible dynamic states (in other words, for insufficiently long times, even Brownian motion is not ergodic).

In Disturbance Observer for Advanced Motion Control with MATLAB/Simulink, distinguished electronics engineer Dr. Akira Shimada delivers a comprehensive exploration of the suppression of actual and ...

In addition to relativity, Albert Einstein explained Brownian motion, the dance of minute particles when suspended in fluids, by showing that impacts with surrounding molecules could create this ...