Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions

DOI10.1063/5.0101913zbMath1546.60073MaRDI QIDQ6569969

Aleksei V. Chechkin, Samudrajit Thapa, Agnieszka Wyłomańska, Krzysztof Burnecki, Michał Balcerek

Publication date: 9 July 2024

Published in: Chaos (Search for Journal in Brave)

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22)

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