32 citations · 61 across the 12 of their papers we have counts for
3 papers · 1 filter
Two-dimensional fractional Brownian motion: Analysis in time and frequency domains
Michał Balcerek, Adrian Pacheco-Pozo, Agnieszka Wyłomańska +2
This article introduces a novel construction of the two-dimensional fractional Brownian motion (2D fBm) with dependent components. Unlike similar models discussed in the literature…
Heterogeneous diffusion in an harmonic potential: the role of the interpretation
Adrian Pacheco-Pozo, Igor M. Sokolov, Ralf Metzler +1
Diffusion in heterogeneous energy and diffusivity landscapes is widespread in biological systems. However, solving the Langevin equation in such environments introduces ambiguity d…
Evaluating Gaussianity of heterogeneous fractional Brownian motion
Michał Balcerek, Adrian Pacheco-Pozo, Agnieszka Wyłomańska +1
Heterogeneous diffusion processes are prevalent in various fields, including the motion of proteins in living cells, the migratory movement of birds and mammals, and finance. These…