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Self-similar stochastic models with stationary increments for symmetric space-time fractional diffusion 

Pagnini G. (MESA 2014 - 10th IEEE/ASME International Conference on Mechatronic and Embedded Systems and Applications, Conference Proceedings, 2014-12-31)
An approach to develop stochastic models for studying anomalous diffusion is proposed. In particular, in this approach the stochastic particle trajectory is based on the fractional Brownian motion but, for any realization, ...

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AuthorPagnini G. (1)SubjectBrownian movement (1)Covariance structures (1)
Diffusion (1)
Embedded systems (1)Fractional brownian motion (1)Independent random variables (1)Particle displacement (1)Particle trajectories (1)Probability density function (1)Space-fractional diffusions (1)... View MoreDate Issued
2014 (1)

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