Fractional Brownian motion in superharmonic potentials and non-Boltzmann stationary distributions
From MaRDI portal
(Redirected from Publication:5874036)
Recommendations
- Langevin approach to Lévy flights in fixed potentials: exact results for stationary probability distributions
- Localization and ballistic diffusion for the tempered fractional Brownian-Langevin motion
- Probability density of fractional Brownian motion and the fractional Langevin equation with absorbing walls
- Fractional Ornstein-Uhlenbeck noise
- Stochastic dynamics driven by combined Lévy–Gaussian noise: fractional Fokker–Planck–Kolmogorov equation and solution
Cites work
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 3806623 (Why is no real title available?)
- scientific article; zbMATH DE number 3222431 (Why is no real title available?)
- scientific article; zbMATH DE number 3261539 (Why is no real title available?)
- A predictor-corrector approach for the numerical solution of fractional differential equations
- Fractional Brownian Motions, Fractional Noises and Applications
- Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
- Long memory in continuous-time stochastic volatility models
- Lévy flights in a steep potential well
- Lévy noise-driven escape from arctangent potential wells
- Mittag-Leffler functions, related topics and applications
- Nonequilibrium statistical mechanics
- Statistical theory of open systems. Vol. 1. A unified approach to kinetic description of processes in active systems. Transl. from the manuscript by A. Dobroslavsky
- Stochastic modeling in nanoscale biophysics: subdiffusion within proteins
- The Fokker-Planck equation. Methods of solution and applications.
- The Langevin equation. With applications to stochastic problems in physics, chemistry and electrical engineering
- The characteristic function of rough Heston models
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
Cited in
(18)- Optimization of escape kinetics by reflecting and resetting
- Stochastic processes in a confining harmonic potential in the presence of static and dynamic measurement noise
- Power Brownian motion
- Beta Brownian motion
- A study of anomalous stochastic processes via generalizing fractional calculus
- Dynamical large deviations of the fractional Ornstein-Uhlenbeck process
- Role of long jumps in Lévy noise-induced multimodality
- Fractional Brownian gyrator
- Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
- Multimodality in systems driven by Ornstein-Uhlenbeck noise
- Weird Brownian motion
- Fractional Brownian motion in confining potentials: non-equilibrium distribution tails and optimal fluctuations
- A survey on the Ulam-Hyers stability of fractional-order differential equations
- Spectral design of anomalous diffusion
- Power Brownian motion: an Ornstein-Uhlenbeck lookout
- Brownian `supermodel' for diffusion
- Taylor's law from Gaussian diffusions
- Brownian particle in a Poisson-shot-noise active bath: exact statistics, effective temperature, and inference
This page was built for publication: Fractional Brownian motion in superharmonic potentials and non-Boltzmann stationary distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5874036)