89 citations · 448 across the 21 of their papers we have counts for
21 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…
Fokker-Planck Equation and Path Integral Representation of Fractional Ornstein-Uhlenbeck Process with Two Indices
C. H. Eab, S. C. Lim
This paper considers the Fokker-Planck equation and path integral formulation of the fractional Ornstein-Uhlenbeck process parametrized by two indices. The effective Fokker-Planck…
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…