Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions

DOI10.1063/5.0101913zbMATH Open1546.60073MaRDI QIDQ6569969FDOQ6569969

Authors: Michał Balcerek, Krzysztof Burnecki, Samudrajit Thapa, Agnieszka Wyłomańska, Aleksei V. Chechkin 

Publication date: 9 July 2024

Published in: Chaos (Search for Journal in Brave)

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22)

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Cited In (9)

• Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics
• Erratum to: ``Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions
• Modelling intermittent anomalous diffusion with switching fractional Brownian motion
• Anomalous and ultraslow diffusion of a particle driven by power-law-correlated and distributed-order noises
• Beta Brownian motion
• Scaled Brownian motion with random anomalous diffusion exponent
• Power Brownian motion: an Ornstein-Uhlenbeck lookout
• Taylor's law from Gaussian diffusions
• Lévy-walk-like Langevin dynamics with random parameters

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