Local time asymmetry of Saturn's magnetosheath flows
Sign Up to like & getrecommendations! Published in 2017 at "Geophysical Research Letters"
DOI: 10.1002/2017gl073031
Abstract: Using gross averages of the azimuthal component of flow in Saturn's magnetosheath, we find that flows in the pre-noon sector reach a maximum value of roughly half that of the post-noon side. Corotational magnetodisc plasma… read more here.
Keywords: magnetosheath; time asymmetry; magnetosheath flows; asymmetry saturn ... See more keywords
Some Results on Skorokhod Embedding and Robust Hedging with Local Time
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Optimization Theory and Applications"
DOI: 10.1007/s10957-017-1201-5
Abstract: In this paper, we provide some results on Skorokhod embedding with local time and its applications to the robust hedging problem in finance. First we investigate the robust hedging of options depending on the local… read more here.
Keywords: robust hedging; results skorokhod; embedding robust; local time ... See more keywords
Complex Backward–Forward Derivative Operator in Non-local-In-Time Lagrangians Mechanics
Sign Up to like & getrecommendations! Published in 2017 at "Qualitative Theory of Dynamical Systems"
DOI: 10.1007/s12346-016-0187-y
Abstract: In this paper we introduce non-local-in-time complexified Lagrangians characterized by an expanded complex backward–forward derivative operator which generalize the classical complex derivative operator. We developed the Euler–Lagrange equations and solved them for some special case.… read more here.
Keywords: derivative operator; non local; mechanics; local time ... See more keywords
Local Time and Longitudinal Differences in the Occurrence Frequency of Ionospheric EMIC Waves During Magnetic Storm Periods
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Geophysical Research"
DOI: 10.1029/2020ja028878
Abstract: The spatial and temporal distributions of ionospheric electromagnetic ion cyclotron (EMIC) waves during magnetic storms from 2014 to 2018 were studied using Swarm observations. Ionospheric EMIC waves preferably occurred during storms and their recovery phases… read more here.
Keywords: emic waves; local time; storm; occurrence frequency ... See more keywords
Rough path analysis for local time of G-Brownian motion
Sign Up to like & getrecommendations! Published in 2020 at "Applicable Analysis"
DOI: 10.1080/00036811.2018.1514112
Abstract: ABSTRACT Let be the local time of a G-Brownian motion B on a sublinear expectation space . In this paper, we show that the local time is a rough path of roughness p quasi-surely for… read more here.
Keywords: time brownian; rough path; local time; brownian motion ... See more keywords
Smoothness of self-intersection local time of multidimensional fractional Brownian motion
Sign Up to like & getrecommendations! Published in 2018 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2018.1493508
Abstract: Abstract In this paper, we study the existence, Hölder continuity and fractional smoothness of the self-intersection local time with respect to fractional Brownian motion:where BH is a d-dimensional fractional Brownian motion with Hurst index .… read more here.
Keywords: local time; brownian motion; intersection local; fractional brownian ... See more keywords
Local time of diffusion with stochastic resetting
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Physics A: Mathematical and Theoretical"
DOI: 10.1088/1751-8121/ab2069
Abstract: Diffusion with stochastic resetting has recently emerged as a powerful modeling tool with a myriad of potential applications. Here, we study local time in this model, covering situations of free and biased diffusion with, and… read more here.
Keywords: time; stochastic resetting; diffusion stochastic; time diffusion ... See more keywords
Diagnosing low earth orbit satellite anomalies using NOAA-15 electron data associated with geomagnetic perturbations
Sign Up to like & getrecommendations! Published in 2018 at "Earth, Planets and Space"
DOI: 10.1186/s40623-018-0852-2
Abstract: A satellite placed in space is constantly affected by the space environment, resulting in various impacts from temporary faults to permanent failures depending on factors such as satellite orbit, solar and geomagnetic activities, satellite local… read more here.
Keywords: low earth; earth orbit; electron; local time ... See more keywords
A boundary local time for one-dimensional super-Brownian motion and applications
Sign Up to like & getrecommendations! Published in 2019 at "Electronic Journal of Probability"
DOI: 10.1214/19-ejp303
Abstract: For a one-dimensional super-Brownian motion with density $X(t,x)$, we construct a random measure $L_t$ called the boundary local time which is supported on $\partial \{x:X(t,x) = 0\} =: BZ_t$, thus confirming a conjecture of Mueller,… read more here.
Keywords: local time; time; dimensional super; super brownian ... See more keywords
Zero noise limit of a stochastic differential equation involving a local time
Sign Up to like & getrecommendations! Published in 2018 at "Osaka Journal of Mathematics"
DOI: 10.18910/70822
Abstract: This paper studies the zero noise limit for the solution of a class of one-dimensional stochastic differential equations involving local time with irregular drift. These solutions are expected to approach one of the solutions to… read more here.
Keywords: zero noise; noise limit; limit; stochastic differential ... See more keywords
Local-in-time existence for the non-resistive incompressible magneto-micropolar fluids
Sign Up to like & getrecommendations! Published in 2021 at "Applications of Mathematics"
DOI: 10.21136/am.2021.0111-20
Abstract: We establish the local-in-time existence of a solution to the non-resistive magneto-micropolar fluids with the initial data u 0 ∈ H s −1+ ε , w 0 ∈ H s −1 and b 0 ∈… read more here.
Keywords: micropolar fluids; local time; magneto micropolar; non resistive ... See more keywords