Stochastic processes in a confining harmonic potential in the presence of static and dynamic measurement noise

We consider the overdamped dynamics of different stochastic processes, including Brownian motion and autoregressive processes, continuous time random walks, fractional Brownian motion, and scaled Brownian motion, confined by an harmonic potential. We discuss the effect of both static and dynamic noi...

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Bibliographic Details
Main Authors: Philipp G Meyer, Ralf Metzler
Format: Article
Language:English
Published: IOP Publishing 2023-01-01
Series:New Journal of Physics
Subjects:
Online Access:https://doi.org/10.1088/1367-2630/acd94f