Scaled Brownian motion with random anomalous diffusion exponent
H Woszczek, A Chechkin, A Wyłomańska - Communications in Nonlinear …, 2025 - Elsevier
The scaled Brownian motion (SBM) is regarded as one of the paradigmatic random
processes, characterized by anomalous diffusion through the diffusion exponent. It is a …
processes, characterized by anomalous diffusion through the diffusion exponent. It is a …
Riemann-Liouville fractional Brownian motion with random Hurst exponent
H Woszczek, A Wylomanska, A Chechkin - arXiv preprint arXiv …, 2024 - arxiv.org
We examine two stochastic processes with random parameters, which in their basic versions
(ie, when the parameters are fixed) are Gaussian and display long range dependence and …
(ie, when the parameters are fixed) are Gaussian and display long range dependence and …