Stochastic processes in a confining harmonic potential in the presence of static and dynamic measurement noise

DOI10.1088/1367-2630/acd94fMaRDI QIDQ6556547

Ralf Metzler, Philipp G. Meyer

Publication date: 17 June 2024

Published in: New Journal of Physics (Search for Journal in Brave)

zbMATH Keywords

diffusionOrnstein-Uhlenbeck processanomalous diffusiondynamic and static noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)

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