Beta Brownian motion
DOI10.1088/1751-8121/AD45CBzbMATH Open1546.60194MaRDI QIDQ6562982
Publication date: 27 June 2024
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
fractional Brownian motionanomalous diffusionscaled Brownian motionaging and anti-aginggeneralized Wiener-Khinchin theoremspersistence and anti-persistence
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)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Selected aspects of fractional Brownian motion.
- Anomalous is ubiquitous
- The effect of the junction model on the anomalous diffusion in the 3D comb structure
- Zur kinetischen Theorie der \textit{Brown}schen Molekularbewegung und der Suspensionen.
- Über die von der molekularkinetischen Theorie der Wärme geforderte Bewegung von in ruhenden Flüssigkeiten suspendierten Teilchen.
- Lévy flights in inhomogeneous environments and \(1 / f\) noise
- Anomalous diffusion in umbrella comb
- Random diffusivity models for scaled Brownian motion
- Lamperti transformation of scaled Brownian motion and related Langevin equations
- Stochastic foundations in movement ecology. Anomalous diffusion, front propagation and random searches
- Stochastic calculus for fractional Brownian motion and related processes.
- Transient anomalous diffusion in heterogeneous media with stochastic resetting
- Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes
- Superstatistical approach of the anomalous exponent for scaled Brownian motion
- On spectral simulation of fractional Brownian motion
- Aging and nonergodicity beyond the Khinchin theorem
- Lectures on Gaussian Processes
- Spectral content of fractional Brownian motion with stochastic reset
- Quantifying the non-ergodicity of scaled Brownian motion
- On 1/ f noise and other distributions with long tails
- Fractional Diffusion Equations and Anomalous Diffusion
- A model of non-Gaussian diffusion in heterogeneous media
- An Unbounded Experience in Random Walks with Applications
- Heterogeneous diffusion with stochastic resetting
- Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
- Non-Gaussian diffusion of mixed origins
- Classification of anomalous diffusion in animal movement data using power spectral analysis
- 1/f noise and anomalous scaling in Lévy noise-driven on–off intermittency
- Anomalous diffusion and random search in xyz-comb: exact results
- Noisy voter model for the anomalous diffusion of parliamentary presence
- Modeling Anomalous Diffusion
- Fractional Brownian Motions, Fractional Noises and Applications
- From diffusion to anomalous diffusion: A century after Einstein’s Brownian motion
- Fractional Brownian motion with random diffusivity: emerging residual nonergodicity below the correlation time
- Brownian non-Gaussian diffusion of self-avoiding walks
- Fractional Brownian motion in superharmonic potentials and non-Boltzmann stationary distributions
- Exact first-passage time distributions for three random diffusivity models
- Non-linear diffusion with stochastic resetting
- First Steps in Random Walks
- Fractional Brownian motion approximation based on fractional integration of a white noise
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Théorie de la spéculation.
- Differential-space.
- Spectral design of anomalous diffusion
- Weird Brownian motion
- Random diffusivity from stochastic equations: comparison of two models for Brownian yet non-Gaussian diffusion
- Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions
Related Items (2)
This page was built for publication: Beta Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6562982)