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...
Main Authors: | , |
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格式: | 文件 |
语言: | English |
出版: |
IOP Publishing
2023-01-01
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丛编: | New Journal of Physics |
主题: | |
在线阅读: | https://doi.org/10.1088/1367-2630/acd94f |