p-variation statistics of random diffusivity processes

DOI10.1088/1751-8121/AE0669MaRDI QIDQ6910018zbMATH OpenFDO

Authors Yijie Fu, Yage Xue, Xuanming Liang, Lingyan Cheng, Ke Chen, Yang Gao

Publication date 29 October 2025

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1751-8121/AE0669

zbMATH Keywords

\(p\)-variationanomalous diffusionfractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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