461 citations · 5.5k across the 112 of their papers we have counts for
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Scaled Brownian motion with renewal resetting
Anna S. Bodrova, Aleksei V. Chechkin, Igor M. Sokolov
We investigate an intermittent stochastic process in which the diffusive motion with time-dependent diffusion coefficient with (scaled Brownian motion) i…
Non-renewal resetting of scaled Brownian motion
Anna S. Bodrova, Aleksei V. Chechkin, Igor M. Sokolov
We investigate an intermittent stochastic process, in which the diffusive motion with time-dependent diffusion coefficient , (scaled Brownian motion), is st…
Probabilistic properties of detrended fluctuation analysis for Gaussian processes
G. Sikora, M. Hoell, A. Wylomanska +3
The detrended fluctuation analysis (DFA) is one of the most widely used tools for the detection of long-range correlations in time series. Although DFA has found many interesting a…
Random diffusivity from stochastic equations: comparison of two models for Brownian yet non-Gaussian diffusion
V. Sposini, A. V. Chechkin, F. Seno +2
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time…
Brownian yet non-Gaussian diffusion in heterogeneous media: from superstatistics to homogenization
E. B. Postnikov, A. Chechkin, I. M. Sokolov
We discuss the situations under which Brownian yet non-Gaussian (BnG) diffusion can be observed in the model of a particle's motion in a random landscape of diffusion coefficients…
First passage statistics for diffusing diffusivity
V. Sposini, A. V. Chechkin, R. Metzler
A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law yet the d…