Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times

DOI10.1007/s10955-011-0191-1zbMath1219.82129MaRDI QIDQ548121

Sebastian Orzeł, Agnieszka Wyłomańska

Publication date: 28 June 2011

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/28593/1/MPRA_paper_28593.pdf

zbMATH Keywords

calibration; subdiffusion; tempered stable distribution

Mathematics Subject Classification ID

60J65: Brownian motion

60J60: Diffusion processes

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

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