the Geometric Brownian Motion
No mentions found
This entity hasn't been tracked yet, or Iris is still building its knowledge base.
Related Articles from SNS
Coordination without communication: beyond optimisation and geometric Brownian motion
Announce Type: cross Abstract: We introduce a physically grounded framework for coordination in a population based on information constrained feedback in a partially observed stochastic dynamical system. Population size evolves as a continuous time birth death Markov process whose transition rates respond to a shared stochastic measurement signal correlated with the underlying population state. Individuals neither communicate directly nor optimise strategies; instead, coordination emerges...
Convergence Rates of Continuous-Time Random Walks to Time-Fractional Diffusions with Unbounded Coefficients
arXiv:2605.31471v1 Announce Type: cross Abstract: We investigate uniform weak convergence rates for probabilistic numerical methods applied to backward time-fractional diffusion equations whose dynamics are driven by diffusions with possibly unbounded coefficients, such as the Geometric Brownian Motion. The fractional structure is represented through a random time-change by the inverse of a stable subordinator. To approximate the underlying fractional dynamics, we combine discrete Markov...
Competitive Instability in Judo: The Hidden Mechanism within an AI-Driven Non-Linear Dynamics Framework
Announce Type: new Abstract: This study presents a unified nonlinear dynamical framework for understanding, modelling, and teaching competitive judo. The Tori Uke dyad is formalised as a constrained multi body system whose behaviour emerges from symmetry breaking,coupling dynamics and transitions between attractor basins. Two fundamental instability archetypes rotational collapse Uchi mata type and gravitational lever collapse Seoi otoshi,suwari version, are identified as the core pathways...