Power Brownian motion

DOI10.1088/1751-8121/AD16F9MaRDI QIDQ6138892FDOQ6138892

Authors: Iddo I. Eliazar 

Publication date: 16 January 2024

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

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• Power Brownian motion: an Ornstein-Uhlenbeck lookout
• Beta Brownian motion
• Weird Brownian motion
• Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
• Fractional Brownian motions

zbMATH Keywords

fractional Brownian motionanomalous diffusionMarkov dynamicsscaled Brownian motionaging/anti-agingpersistence/anti-persistence

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Cites Work

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Cited In (4)

• Beta Brownian motion
• Fractional Brownian motions
• Power Brownian motion: an Ornstein-Uhlenbeck lookout
• Taylor's law from Gaussian diffusions

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