On the wavelet-based simulation of anomalous diffusion
Publication:5219934
DOI10.1080/00949655.2012.722220zbMath1474.60232arXiv1202.4437OpenAlexW2163803555MaRDI QIDQ5219934
Publication date: 9 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.4437
waveletssimulationanomalous diffusionfractional Ornstein-Uhlenbeck processgeneralized Langevin equation
Gaussian processes (60G15) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stationary stochastic processes (60G10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)
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