4 papers
Different behaviors of diffusing diffusivity dynamics based on three different definitions of fractional Brownian motion
Wei Wang, Aleksei V. Chechkin, Ralf Metzler
The effects of a "diffusing diffusivity" (DD), a stochastically time-varying diffusion coefficient, are explored within the frameworks of three different forms of fractional Browni…
Fractional Brownian motion with mean-density interaction: a myopic self-avoiding fractional stochastic process
Jonathan House, Rashad Bakhshizada, Skirmantas Janušonis +2
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigat…
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…