Area under subdiffusive random walks
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Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)
Cites work
- Anomalous scalings of fluctuations of the area swept by a Brownian particle trapped in a \(|x|\) potential
- Ergodic properties of occupation times in heterogeneous media
- Fractional Brownian Motions, Fractional Noises and Applications
- Handbook of stochastic methods for physics, chemistry and the natural sciences.
- scientific article; zbMATH DE number 1907576 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
- Long memory in continuous-time stochastic volatility models
- Mathematical modeling of anomalous diffusion in porous media
- Mittag-Leffler functions, related topics and applications
- On distributions of functionals of anomalous diffusion paths
- On the distribution of Brownian areas
- On the distribution of the integral of the absolute value of the Brownian motion
- On the integral of the absolute value of the pinned Wiener process
- Properties of additive functionals of Brownian motion with resetting
- Residence time statistics for normal and fractional diffusion in a force field
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Stochastic Problems in Physics and Astronomy
- Stochastic processes in a confining harmonic potential in the presence of static and dynamic measurement noise
- Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Victor Moll and Daniel Zwillinger
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
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