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