Random diffusivity models for scaled Brownian motion
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Publication:2131622
DOI10.1016/j.chaos.2020.110634zbMath1498.82017OpenAlexW3124411467MaRDI QIDQ2131622
Maike A. F. dos Santos, Luiz Menon Junior
Publication date: 26 April 2022
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2020.110634
Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
Related Items (8)
Anomalous diffusion originated by two Markovian hopping-trap mechanisms ⋮ Anomalous diffusion: fractional Brownian motion vs fractional Ito motion ⋮ Random diffusivity scenarios behind anomalous non-Gaussian diffusion ⋮ Superstatistical approach of the anomalous exponent for scaled Brownian motion ⋮ Spectral design of anomalous diffusion ⋮ Power Brownian motion ⋮ Generalized fractional diffusion equation with arbitrary time varying diffusivity ⋮ Characterization of anomalous diffusion through convolutional transformers
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