Fractional Brownian motion with random diffusivity: emerging residual nonergodicity below the correlation time
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Cites work
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Cited in
(34)- Riemann-Liouville fractional Brownian motion with random Hurst exponent
- Collective topological active particles: non-ergodic superdiffusion and ageing in complex environments
- Analysis of short subdiffusive time series: scatter of the time-averaged mean-squared displacement
- Integration of the fractional modified Korteweg de Vries-sine-Gordon equation by the inverse scattering method
- Minimal model of diffusion with time changing Hurst exponent
- Landscapes of random diffusivity processes in harmonic potential
- Anomalous non-Gaussian diffusion of scaled Brownian motion in a quenched disorder environment
- Regular and anomalous diffusion. I: Foundations
- Beta Brownian motion
- Classification of anomalous diffusion in animal movement data using power spectral analysis
- Random diffusivity models for scaled Brownian motion
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- Fractional Brownian motion as a rough surface
- A non-homogeneous, non-stationary and path-dependent Markov anomalous diffusion model
- Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
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- Integrable fractional modified Korteweg–deVries, sine-Gordon, and sinh-Gordon equations
- Time-fractional diffusion equations with randomness, and efficient numerical estimations of expected values
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- Ergodic properties of fractional Langevin motion with spatial correlated noise
- Limit theorems for the dynamical foundation of the fractional Brownian motion and related models of anomalous diffusion with random diffusion coefficient and time-dependent random Hurst parameter
- Ehrenfest–Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion
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- Ergodic property of Langevin systems with superstatistical, uncorrelated or correlated diffusivity
- Generalized fractional Gaussian noise and its application to traffic modeling
- Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise
- Quantifying the non-ergodicity of scaled Brownian motion
- Itô-distribution from Gibbs measure and a comparison with experiment
- Fractional integrable and related discrete nonlinear Schrödinger equations
- p-variation statistics of random diffusivity processes
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- Lévy-walk-like Langevin dynamics with random parameters
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