Langevin unification of fractional motions

DOI10.1088/1751-8113/45/16/162002zbMath1309.60036OpenAlexW2066746568MaRDI QIDQ2888577

Michael F. Shlesinger, Iddo I. Eliazar

Publication date: 1 June 2012

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1751-8113/45/16/162002

zbMATH Keywords

fractional Brownian motionfractional Lévy motionmicro-level Langevin dynamics

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Diffusion processes (60J60) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Related Items (3)

Asymptotic Behaviour of the Distribution Density of the Fractional Lévy Motion ⋮ How random is a random vector? ⋮ Fractional motions

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