Fractional Brownian motions: memory, diffusion velocity, and correlation functions

DOI10.1088/1751-8121/50/5/054002MaRDI QIDQ2965729zbMATH OpenOpenAlexFDO

Authors A. Fuliński

Publication date 3 March 2017

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

Full work available at URL https://semanticscholar.org/paper/2c30262d2c7081124056757a457a1046244742dd

zbMATH Keywords

Brownian motioncorrelationsmemory

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Biochemistry, molecular biology (92C40) Brownian motion (60J65)

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Cites work

• scientific article; zbMATH DE number 3036575 (Why is no real title available?)
• Benoît Mandelbrot and fractional Brownian motion
• Ergodicity breaking, ageing, and confinement in generalized diffusion processes with position and time dependent diffusivity
• Fractional Brownian Motions, Fractional Noises and Applications
• Fractional differentiability of nowhere differentiable functions and dimensions
• On Marian Smoluchowski's life and contribution to physics.
• Selected aspects of fractional Brownian motion.
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

Cited in

(15)

• Upscaling Lévy motions in porous media with long range correlations
• Boosting the performance of anomalous diffusion classifiers with the proper choice of features
• Memory effects in the motion of nonspherical Brownian particles
• Preface: Marian Smoluchowski's 1916 paper -- a century of inspiration
• Modified diffusion with memory for cyclone track fluctuations
• Fractional Brownian motions
• Identification and validation of fractional subdiffusion dynamics
• Properties and distribution of the dynamical functional for the fractional Gaussian noise
• Fractional Brownian motion with random diffusivity: emerging residual nonergodicity below the correlation time
• Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics
• Statistical test for fractional Brownian motion based on detrending moving average algorithm
• Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
• Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach
• Correlation properties of (discrete) fractional Gaussian noise and fractional Brownian motion
• Memory-dependent derivative versus fractional derivative. II: Remodelling diffusion process

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