Regularisation of the Langevin equation in \(d=1\) by the fractional Brownian motion (Q2908053)
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scientific article; zbMATH DE number 6076463
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| English | Regularisation of the Langevin equation in \(d=1\) by the fractional Brownian motion |
scientific article; zbMATH DE number 6076463 |
Statements
4 September 2012
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Brownian motion
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fractional Brownian motion
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fractional Langevin equation
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fractional velocity
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Hurst parameter
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kernel functions
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Langevin equation
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long memory
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Markov process
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stationary increments
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short memory
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Volterra process
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Wiener process
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Regularisation of the Langevin equation in \(d=1\) by the fractional Brownian motion (English)
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0.7995046973228455
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0.7968859076499939
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0.7959869503974915
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0.7758072018623352
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0.7733704447746277
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