Tempered fractional Brownian motion

From MaRDI portal
Publication:2435748

DOI10.1016/j.spl.2013.06.016zbMath1287.60050OpenAlexW2167580329MaRDI QIDQ2435748

Farzad Sabzikar, Mark M. Meerschaert

Publication date: 19 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.06.016




Related Items (43)

Invariance principles for tempered fractionally integrated processesThe continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noiseArbitrage with fractional Gaussian processesNontrivial Equilibrium Solutions and General Stability for Stochastic Evolution Equations with Pantograph Delay and Tempered Fractional NoiseNumerical algorithms for the time-space tempered fractional Fokker-Planck equationClosed-form multi-dimensional solutions and asymptotic behaviours for subdiffusive processes with crossovers: II. Accelerating caseTempered fractionally integrated process with stable noise as a transient anomalous diffusion modelTempered fractional stable motionTempered Hermite processRobust \(H_\infty\) filtering and control for a class of linear systems with fractional stochastic noiseTempered fractional calculusResonant behavior of the generalized Langevin system with tempered Mittag–Leffler memory kernelTempered fractional Brownian motion: wavelet estimation, modeling and testingTwo-dimensional Gegenbauer wavelets for the numerical solution of tempered fractional model of the nonlinear Klein-Gordon equationLocalization and ballistic diffusion for the tempered fractional Brownian-Langevin motionTempered fractional Brownian and stable motions of second kindOn discrete tempered fractional calculus and its applicationStochastic integration for tempered fractional Brownian motionMean square exponential stabilization of uncertain time‐delay stochastic systems with fractional Brownian motionCollocation methods for terminal value problems of tempered fractional differential equationsNumerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motionMixtures of higher-order fractional Brownian motionsAnisotropic Nonlocal Diffusion Operators for Normal and Anomalous DynamicsBifurcation dynamics of the tempered fractional Langevin equationStability analysis of tempered fractional nonlinear Mathieu type equation model of an ion motion with octopole‐only imperfectionsPartial topology identification of tempered fractional‐order complex networks via synchronization methodOn tempered fractional calculus with respect to functions and the associated fractional differential equationsFeynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potentialIntegral sliding mode control for robust stabilisation of uncertain stochastic time-delay systems driven by fractional Brownian motionOn the empirical process of tempered moving averagesTempered fractional Langevin–Brownian motion with inverse β-stable subordinatorApplications of inverse tempered stable subordinatorsA computationally efficient method for tempered fractional differential equations with applicationOn multivariate fractional random fields: tempering and operator-stable lawsExponential behavior and upper noise excitation index of solutions to evolution equations with unbounded delay and tempered fractional Brownian motionsOn fractional Lévy processes: tempering, sample path properties and stochastic integrationAsymptotic theory for near integrated processes driven by tempered linear processesA strong convergence to the tempered fractional Brownian motionErgodic property of Langevin systems with superstatistical, uncorrelated or correlated diffusivityNumerical approximation for fractional diffusion equation forced by a tempered fractional Gaussian noiseOn tempered Hilfer fractional derivatives with respect to functions and the associated fractional differential equationsFractional Brownian motion with random diffusivity: emerging residual nonergodicity below the correlation timeHow does tempering affect the local and global properties of fractional Brownian motion?



Cites Work




This page was built for publication: Tempered fractional Brownian motion