Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: a pathway to non-autonomous stochastic differential equations and to fractional diffusion

Mirko D'Ovidio, Silvia Vitali, Vittoria Sposini +4

We consider an ensemble of Ornstein-Uhlenbeck processes featuring a population of relaxation times and a population of noise amplitudes that characterize the heterogeneity of the e…