Anomalous diffusion: fractional Brownian motion vs fractional Ito motion

DOI10.1088/1751-8121/ac4cc7zbMath1505.60045arXiv2111.05127OpenAlexW4206692414MaRDI QIDQ5049708

Publication date: 11 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/2111.05127

zbMATH Keywords

Hurst exponent selfsimilarity super-diffusion sub-diffusion non-Gaussian diffusion diffusion in a logarithmic potential

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (4)

Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes ⋮ Spectral design of anomalous diffusion ⋮ Power Brownian motion ⋮ Weird Brownian motion

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