Lamperti transformation of scaled Brownian motion and related Langevin equations (Q2207760): Difference between revisions
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| Property / DOI: 10.1016/j.cnsns.2019.105077 / rank | |||
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Latest revision as of 11:42, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lamperti transformation of scaled Brownian motion and related Langevin equations |
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Lamperti transformation of scaled Brownian motion and related Langevin equations (English)
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23 October 2020
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scaled Brownian motion
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Langevin equation
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ergodicity breaking
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Lamperti transformation
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anomalous diffusion
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fractional Brownian motion
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stable Lévy motion
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