Form Factors for Generalized Grey Brownian Motion

Abstract

In this paper we investigate the form factors of paths for a class of non Gaussian processes. These processes are characterized in terms of the Mittag-Leffler function. In particular, we obtain a closed analytic form for the form factors, the Debye function, and can study their asymptotic decay.

18 pages, 3 figures

References in corpus (1)

• Mittag-Leffler Analysis I: Construction and characterization

Cited by in corpus (2)

• Stochastic solutions of generalized time-fractional evolution equations
• Fractional Ito Calculus for Randomly Scaled Fractional Brownian Motion and its Applications to Evolution Equations