Fractional Brownian motions: memory, diffusion velocity, and correlation functions

DOI10.1088/1751-8121/50/5/054002zbMath1357.92025OpenAlexW2567781448MaRDI QIDQ2965729

A. Fuliński

Publication date: 3 March 2017

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

Full work available at URL: https://semanticscholar.org/paper/2c30262d2c7081124056757a457a1046244742dd

zbMATH Keywords

Brownian motioncorrelationsmemory

Mathematics Subject Classification ID

Brownian motion (60J65) Biochemistry, molecular biology (92C40) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Cites Work

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• Benoît Mandelbrot and fractional Brownian motion
• Selected aspects of fractional Brownian motion.
• Ergodicity breaking, ageing, and confinement in generalized diffusion processes with position and time dependent diffusivity
• Fractional differentiability of nowhere differentiable functions and dimensions
• Fractional Brownian Motions, Fractional Noises and Applications
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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