Power Brownian motion: an Ornstein-Uhlenbeck lookout
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Publication:6658798
DOI10.1088/1751-8121/ad9126MaRDI QIDQ6658798
Publication date: 8 January 2025
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
diffusionfractional Brownian motionself-similarityLangevin equationstationarityGauss-Markov processesLamperti transformscaled Brownian motionpower Brownian motion
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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