Results 1 to 10 of about 92,103 (370)
Fractional Brownian motion with random Hurst exponent: Accelerating diffusion and persistence transitions. [PDF]
Chaos, 2022 Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems.
Michał Balcerek +4 more
semanticscholar +3 more sources
Distribution dependent SDEs driven by additive fractional Brownian motion [PDF]
Probability theory and related fields, 2021 We study distribution dependent stochastic differential equations with irregular, possibly distributional drift, driven by an additive fractional Brownian motion of Hurst parameter $$H\in (0,1)$$ H ∈ ( 0 , 1 ) . We establish strong well-posedness under a
Lucio Galeati +2 more
semanticscholar +3 more sources
Modelling intermittent anomalous diffusion with switching fractional Brownian motion [PDF]
New Journal of Physics, 2023 The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time.
Michał Balcerek +4 more
doaj +2 more sources
Anomalous diffusion: fractional Brownian motion vs fractional Ito motion [PDF]
Journal of Physics A: Mathematical and Theoretical, 2021 Generalizing Brownian motion (BM), fractional Brownian motion (FBM) is a paradigmatic selfsimilar model for anomalous diffusion. Specifically, varying its Hurst exponent, FBM spans: sub-diffusion, regular diffusion, and super-diffusion.
I. Eliazar, Tal Kachman
semanticscholar +6 more sources
Dynamics of the Exponential Population Growth System with Mixed Fractional Brownian Motion
Complexity, 2021 This paper examines the dynamics of the exponential population growth system with mixed fractional Brownian motion. First, we establish some useful lemmas that provide powerful tools for studying the stochastic differential equations with mixed ...
Weijun Ma +3 more
doaj +2 more sources
Fractal and Fractional, 2022 As one of the main areas of value investing, the stock market attracts the attention of many investors. Among investors, market index movements are a focus of attention.
Hongwen Hu +3 more
doaj +2 more sources
Neutral delay Hilfer fractional integrodifferential equations with fractional brownian motion
Evolution Equations and Control Theory, 2021 In this paper, we study the existence and uniqueness of mild solutions for neutral delay Hilfer fractional integrodifferential equations with fractional Brownian motion.
Yousef Alnafisah, H. Ahmed
semanticscholar +3 more sources
Reflected fractional Brownian motion in one and higher dimensions. [PDF]
Phys Rev E, 2020 Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion.
Vojta T +5 more
europepmc +3 more sources
Generalized fractional Brownian motion [PDF]
Modern Stochastics: Theory and Applications, 2017 We introduce a new Gaussian process, a generalization of both fractional and subfractional Brownian motions, which could serve as a good model for a larger class of natural phenomena.
Mounir Zili
doaj +4 more sources
Journal of Physics A: Mathematical and Theoretical, 2020 Numerous examples for a priori unexpected non-Gaussian behaviour for normal and anomalous diffusion have recently been reported in single-particle tracking experiments.
Wei Wang +6 more
semanticscholar +2 more sources