Selfsimilar diffusions
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Publication:5877424
DOI10.1088/1751-8121/ac1771zbMath1505.60073OpenAlexW4206017475MaRDI QIDQ5877424
Publication date: 13 February 2023
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1751-8121/ac1771
Hurst exponentnon-Gaussian diffusionsselfsimilar processesdiffusions in a logarithmic potentialIto diffusions
Diffusion processes (60J60) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Self-similar stochastic processes (60G18)
Related Items (4)
Anomalous diffusion: fractional Brownian motion vs fractional Ito motion ⋮ Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes ⋮ Weird Brownian motion ⋮ Entropy of sharp restart
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