Power Brownian motion: an Ornstein-Uhlenbeck lookout

DOI10.1088/1751-8121/ad9126MaRDI QIDQ6658798

Iddo I. Eliazar

Publication date: 8 January 2025

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

zbMATH Keywords

diffusionfractional Brownian motionself-similarityLangevin equationstationarityGauss-Markov processesLamperti transformscaled Brownian motionpower Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Brownian motion (60J65) Diffusion processes (60J60) Self-similar stochastic processes (60G18) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)

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