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…