Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Concept

Mouvement brownien fractionnaire

Publications associées (27)

MMSE Estimation of Sparse Levy Processes

Michaël Unser, Ulugbek Kamilov, Arash Amini, Pedram Pad

We investigate a stochastic signal-processing framework for signals with sparse derivatives, where the samples of a Levy process are corrupted by noise. The proposed signal model covers the well-known Brownian motion and piecewise-constant Poisson process; ...

Ieee-Inst Electrical Electronics Engineers Inc2013

Symmetry Reduction Of Brownian Motion And Quantum Calogero-Moser Models

Simon Hochgerner

Let Q be a Riemannian G-manifold. This paper is concerned with the symmetry reduction of Brownian motion in Q and ramifications thereof in a Hamiltonian context. Specializing to the case of polar actions, we discuss various versions of the stochastic Hamil ...

World Scientific Publ Co Pte Ltd2013

Exploiting the color of Brownian motion for high-frequency microrheology of Newtonian fluids

László Forró, Sylvia Jeney, Flavio Maurizio Mor

Einstein's stochastic description of the random movement of small objects in a fluid, i.e. Brownian motion, reveals to be quite different, when observed on short timescales. The limitations of Einstein's theory with respect to particle inertia and hydrodyn ...

Spie-Int Soc Optical Engineering2013

Fractional Brownian motion and anomalous diffusion in vibrated granular materials

Daniele Mari, Gérard Gremaud, Alessandro Luigi Sellerio

We propose a new approach to the study of diffusion dynamics in vibrated granular systems. The dynamic of a granular material is mainly defined by dry friction interactions. This type of interaction is difficult to model for a large quantity of particles. ...

2012

Stochastic Control and Free Boundary Problems for Sailboat Trajectory Optimization

Laura Claudia Catherine Vinckenbosch

The topic of this thesis is the study of several stochastic control problems motivated by sailing races. The goal is to minimize the travel time between two locations, by selecting the fastest route in face of randomly changing weather conditions, such as ...

EPFL2012

High-resolution detection of Brownian motion for quantitative optical tweezers experiments

Sylvia Jeney, Matthias Grimm

We have developed an in situ method to calibrate optical tweezers experiments and simultaneously measure the size of the trapped particle or the viscosity of the surrounding fluid. The positional fluctuations of the trapped particle are recorded with a hig ...

Amer Physical Soc2012

Stochastic Models for Sparse and Piecewise-Smooth Signals

Michaël Unser, Pouya Dehghani Tafti

We introduce an extended family of continuous-domain stochastic models for sparse, piecewise-smooth signals. These are specified as solutions of stochastic differential equations, or, equivalently, in terms of a suitable innovation model; the latter is ana ...

IEEE2011