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On the wavelet-based simulation of anomalous diffusion - MaRDI portal

On the wavelet-based simulation of anomalous diffusion (Q5219934)

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scientific article; zbMATH DE number 7178373
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English
On the wavelet-based simulation of anomalous diffusion
scientific article; zbMATH DE number 7178373

    Statements

    title
    On the wavelet-based simulation of anomalous diffusion (English)
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    author
    Gustavo Didier
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    John Fricks
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    publication date
    9 March 2020
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    zbMATH Keywords
    simulation
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    wavelets
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    anomalous diffusion
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    generalized Langevin equation
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    fractional Ornstein-Uhlenbeck process
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    cites work
    Q4862193
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    Q4407596
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    Q4488070
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    Q4407624
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    Tests for Hurst effect
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    Q4865042
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    Q4488348
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    Q5544740
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    Identifiers

    Mathematics Subject Classification ID
    60K50
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    60G10
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    60H35
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    42C40
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    60G15
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    zbMATH DE Number
    7178373
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    OpenAlex ID
    W2163803555
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    arXiv ID
    1202.4437
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