Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times
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Publication:548121
DOI10.1007/s10955-011-0191-1zbMath1219.82129MaRDI QIDQ548121
Sebastian Orzeł, Agnieszka Wyłomańska
Publication date: 28 June 2011
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/28593/1/MPRA_paper_28593.pdf
60J65: Brownian motion
60J60: Diffusion processes
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
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