Distribution of Statistical Observables for Anomalous and Nonergodic Diffusions

DOI10.1201/9781003279099MaRDI QIDQ5073802zbMATH OpenOpenAlexFDO

Authors Weihua Deng, Daxin Nie, Xing Liu, Xu-Dong Wang

Publication date 3 May 2022

Full work available at URL https://doi.org/10.1201/9781003279099

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Statistical distribution theory (62Exx)

Cited in

(6)

• Difference methods for time discretization of spectral fractional stochastic wave equation
• From moving averages to anomalous diffusion: a Rényi-entropy approach
• Modeling Anomalous Diffusion
• Strong convergence analysis of spectral fractional diffusion equation driven by Gaussian noise with Hurst parameter less than \(\frac{1}{2}\)
• Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM
• Strong convergence analysis of a fully discrete method for stochastic Allen-Cahn equation

This page was built for publication: Distribution of Statistical Observables for Anomalous and Nonergodic Diffusions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5073802)