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Generalizing Geometric Brownian Motion with Bouncing

Authors: Anas Dheyab Khalaf;

Generalizing Geometric Brownian Motion with Bouncing

Abstract

The trajectories of particles moving in a real line and following the Geometrical Brownian motion have been studied. We take processes and give the generalization of the notions, descriptions and models of Geometrical Brownian motion with bouncing. Moreover, we derive the formulas, which enable us to know the time and positions of the meeting for each pair in the considered collections of particles. We provide important results that show the trajectories of the particles at and after the stopping times. Furthermore, we define the super couple, which achieves the highest number of meetings among all the pairs in the collections. Finally, for a spatial case of our model, we generate the joint distribution of the time between the successive meeting of the bouncing Geometric Brownian motion with bouncing and the change between the positions of the consecutive meeting, which will enable us to predict the next times and positions for the meetings in the future.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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