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math.PR2024
Limit Theorems for the Dynamical Foundation of the Fractional Brownian Motion and Related Models of Anomalous Diffusion with Random Diffusion Coefficient and Time-Dependent Random Hurst parameter
Christian Bender, Yana A. Butko, Mirko D'Ovidio +1
Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most r…
math.PR2024
Fractional Boundary Value Problems and Elastic Sticky Brownian Motions, I: The half line
Mirko D'Ovidio
We extend the results obtained in \cite{Dov22} by introducing a new class of boundary value problems involving non-local dynamic boundary conditions. We focus on the problem to fin…