2 citations · 5 across the 4 of their papers we have counts for
8 papers
Tempered Fractional Brownian Motion with Variable Index and Variable Tempering Parameter
S. C. Lim, Chai Hok Eab
Generalizations of tempered fractional Brownian from single index to two indices and variable index or tempered multifractional Brownian motion are studied. Tempered fractional Bro…
Tempered Fractional Brownian Motion Revisited Via Fractional Ornstein-Uhlenbeck Processes
S. C. Lim, Chai Hok Eab
Tempered fractional Brownian motion is revisited from the viewpoint of reduced fractional Ornstein-Uhlenbeck process. Many of the basic properties of the tempered fractional Browni…
Ornstein-Uhlenbeck Process with Fluctuating Damping
Chai Hok Eab, S. C. Lim
This paper studies Langevin equation with random damping due to multiplicative noise and its solution. Two types of multiplicative noise, namely the dichotomous noise and fractiona…
Some Fractional and Multifractional Gaussian Processes: A Brief Introduction
S. C. Lim, C. H. Eab
This paper gives a brief introduction to some important fractional and multifractional Gaussian processes commonly used in modelling natural phenomena and man-made systems. The pro…
Accelerating and Retarding Anomalous Diffusion
Chai Hok Eab, S. C. Lim
In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fra…
Fractional Langevin Equation of Distributed Order
C. H. Eab, S. C. Lim
Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these…