Fractional Brownian motions: memory, diffusion velocity, and correlation functions
DOI10.1088/1751-8121/50/5/054002zbMATH Open1357.92025OpenAlexW2567781448MaRDI QIDQ2965729FDOQ2965729
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
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Cites Work
- Fractional Brownian Motions, Fractional Noises and Applications
- Benoît Mandelbrot and fractional Brownian motion
- Title not available (Why is that?)
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Selected aspects of fractional Brownian motion.
- Fractional differentiability of nowhere differentiable functions and dimensions
- Ergodicity breaking, ageing, and confinement in generalized diffusion processes with position and time dependent diffusivity
- On Marian Smoluchowski's life and contribution to physics.
Cited In (15)
- Preface: Marian Smoluchowski's 1916 paper -- a century of inspiration
- Identification and validation of fractional subdiffusion dynamics
- Upscaling Lévy motions in porous media with long range correlations
- Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
- Fractional Brownian motions
- Fractional Brownian motion with random diffusivity: emerging residual nonergodicity below the correlation time
- Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics
- 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
- Boosting the performance of anomalous diffusion classifiers with the proper choice of features
- Properties and distribution of the dynamical functional for the fractional Gaussian noise
- Statistical test for fractional Brownian motion based on detrending moving average algorithm
- Modified diffusion with memory for cyclone track fluctuations
- Memory effects in the motion of nonspherical Brownian particles
- Memory-dependent derivative versus fractional derivative. II: Remodelling diffusion process
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