Transient aging in fractional Brownian and Langevin-equation motion
Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recent...
Príomhchruthaitheoirí: | Kursawe, J, Schulz, J, Metzler, R |
---|---|
Formáid: | Journal article |
Foilsithe / Cruthaithe: |
American Physical Society
2013
|
Míreanna comhchosúla
Míreanna comhchosúla
-
Fractional Langevin Equation Model for Characterization of Anomalous Brownian Motion from NMR Signals
de réir: Lisý Vladimír, et al.
Foilsithe / Cruthaithe: (2018-01-01) -
Fuzzy stochastic differential equations driven by fractional Brownian motion
de réir: Hossein Jafari, et al.
Foilsithe / Cruthaithe: (2021-01-01) -
Modelling intermittent anomalous diffusion with switching fractional Brownian motion
de réir: Michał Balcerek, et al.
Foilsithe / Cruthaithe: (2023-01-01) -
Nonlocal fractional stochastic differential equations driven by fractional Brownian motion
de réir: Jingyun Lv, et al.
Foilsithe / Cruthaithe: (2017-07-01) -
Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion
de réir: Xinwen Zhang, et al.
Foilsithe / Cruthaithe: (2018-08-01)