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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Podrobná bibliografie
Hlavní autoři: Philipp G Meyer, Ralf Metzler
Médium: Článek
Jazyk:English
Vydáno: IOP Publishing 2023-01-01
Edice:New Journal of Physics
Témata:
On-line přístup:https://doi.org/10.1088/1367-2630/acd94f