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cond-mat.stat-mech2023
Minimal model of diffusion with time changing Hurst exponent
Jakub Slezak, Ralf Metzler
We introduce the stochastic process of incremental multifractional Brownian motion (IMFBM), which locally behaves like fractional Brownian motion with a given local Hurst exponent…
cond-mat.stat-mech2023★ 2 cited
Memory-multi-fractional Brownian motion with continuous correlations
Wei Wang, Michal Balcerek, Krzysztof Burnecki +6
We propose a generalization of the widely used fractional Brownian motion (FBM), memory-multi-FBM (MMFBM), to describe viscoelastic or persistent anomalous diffusion with time-depe…