Power Brownian motion

DOI10.1088/1751-8121/AD16F9MaRDI QIDQ6138892zbMATH OpenFDO

Authors Iddo I. Eliazar

Publication date 16 January 2024

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

Copyright license Creative Commons Attribution 4.0 International

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)

Recommendations

• 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

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Cited in

(4)

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

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