Non-Gaussian behavior of reflected fractional Brownian motion

DOI10.1088/1742-5468/AB02F1OpenAlexW2901615261WikidataQ128215577 ScholiaQ128215577MaRDI QIDQ5006947

Thomas Vojta, Alexander H. O. Wada, Alex Warhover

Publication date: 17 August 2021

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.06130

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (2)

Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement ⋮ Probability density of fractional Brownian motion and the fractional Langevin equation with absorbing walls

Uses Software

• longmemo

Cites Work

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