5 papers · 1 filter
Paradoxical non-Gaussian behavior in fractional Laplace motion with drift
Wei Wang, Yingjie Liang, Aleksei V. Chechkin +1
We study fractional Laplace motion (FLM) obtained from subordination of fractional Brownian motion to a gamma process, in the presence of an external drift that acts on the composi…
Fractional Langevin equation far from equilibrium: Riemann-Liouville fractional Brownian motion, spurious nonergodicity and aging
Qing Wei, Wei Wang, Yifa Tang +2
We consider the fractional Langevin equation far from equilibrium (FLEFE) to describe stochastic dynamics which do not obey the fluctuation-dissipation theorem, unlike the conventi…
Granular gases under resetting
Anna S. Bodrova, Aleksei V. Chechkin, Awadhesh Kumar Dubey
We investigate the granular temperatures in force-free granular gases under exponential resetting. When a resetting event occurs, the granular temperature attains its initial value…
Riemann-Liouville fractional Brownian motion with random Hurst exponent
Hubert Woszczek, Agnieszka Wylomanska, Aleksei Chechkin
We examine two stochastic processes with random parameters, which in their basic versions (i.e., when the parameters are fixed) are Gaussian and display long range dependence and a…
Scaled Brownian motion with random anomalous diffusion exponent
Hubert Woszczek, Aleksei Chechkin, Agnieszka Wylomanska
The scaled Brownian motion (SBM) is regarded as one of the paradigmatic random processes, featuring the anomalous diffusion property characterized by the diffusion exponent. It is…