Bayesian inference of scaled versus fractional Brownian motion

DOI10.1088/1751-8121/ac60e7zbMath1506.62361arXiv2201.00654OpenAlexW4220897115MaRDI QIDQ5048491

Seongyu Park, Michael A. Lomholt, Yeongjin Kim, Jae-Hyung Jeon, Samudrajit Thapa, Ralf Metzler

Publication date: 16 November 2022

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

Full work available at URL: https://arxiv.org/abs/2201.00654

zbMATH Keywords

Bayesian inferencesingle particle trackingscaled Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Brownian motion (60J65)

Related Items (1)

Preface: characterisation of physical processes from anomalous diffusion data

Cites Work

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