14 citations · 18 across the 5 of their papers we have counts for
Showing cond-mat.stat-mechShow all
2 papers · 1 filter
cond-mat.stat-mech2025★ 14 cited
Multifractional Brownian motion with telegraphic, stochastically varying exponent
Michał Balcerek, Samudrajit Thapa, Krzysztof Burnecki +4
The diversity of diffusive systems exhibiting long-range correlations characterized by a stochastically varying Hurst exponent calls for a generic multifractional model. We present…
cond-mat.stat-mech2025★ 1 cited
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…