On the wavelet-based simulation of anomalous diffusion
DOI10.1080/00949655.2012.722220zbMath1474.60232arXiv1202.4437MaRDI QIDQ5219934
Publication date: 9 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.4437
wavelets; simulation; anomalous diffusion; fractional Ornstein-Uhlenbeck process; generalized Langevin equation
60G15: Gaussian processes
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
60G10: Stationary stochastic processes
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
60K50: Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.)
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Cites Work
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