Asymptotic Analysis of the Mean Squared Displacement under Fractional Memory Kernels

DOI10.1137/19M1238113zbMath1457.60059arXiv1901.03007MaRDI QIDQ5116580

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Publication date: 18 August 2020

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.03007

zbMATH Keywords

anomalous diffusionmean squared displacementstationary random distributionsabelian-Tauberian theoremsstochastic differential-integral equations

Mathematics Subject Classification ID

Generalized stochastic processes (60G20)

Related Items (7)

The generalized Langevin equation in harmonic potentials: anomalous diffusion and equipartition of energy ⋮ On the Hölder regularity of a linear stochastic partial-integro-differential equation with memory ⋮ Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: Nonlinear case ⋮ Stability for a Coupled System of Second-Order Evolution Equations with Indirect Memory-Damping ⋮ The overdamped generalized Langevin equation with Hermite noise ⋮ Resonant behaviors of two coupled fluctuating-frequency oscillators with tempered Mittag-Leffler memory kernel ⋮ Gibbsian dynamics and the generalized Langevin equation

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