Long time asymptotics of a Brownian particle coupled with a random environment with non-diffusive feedback force

DOI10.1016/j.spa.2011.11.008zbMath1254.60041arXiv1105.1042OpenAlexW2054572693WikidataQ59767477 ScholiaQ59767477MaRDI QIDQ765879

Michela Ottobre

Publication date: 22 March 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.1042

zbMATH Keywords

scaling limitanomalous diffusionfractional Laplaciancontinuous-time random walkLévy flightinterface fluctuationsRiemann-Liouville fractional derivative (integral)

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Processes in random environments (60K37)

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• From diffusion to anomalous diffusion: A century after Einstein’s Brownian motion
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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