Minimal model of diffusion with time changing Hurst exponent

Fractional processes, including fractional Brownian motion (60G22) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

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Cited In (3)

Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics
Anomalous and ultraslow diffusion of a particle driven by power-law-correlated and distributed-order noises
A unifying representation of path integrals for fractional Brownian motions

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