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Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion
D’Ovidio, M.; Vitali, S.
; Sposini, V.; Sliusarenko, O.; Paradisi, P.; Castellani, G.; Pagnini, G. (2018-10-25)
; Sposini, V.; Sliusarenko, O.; Paradisi, P.; Castellani, G.; Pagnini, G. (2018-10-25)
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 ensemble. We show that the centre-of-mass ...
Langevin equation in complex media and anomalous diffusion
Vitali, S.; Sposini, V.; Sliusarenko, O.; Paradisi, P.; Castellani, G.; Pagnini, G. (2018-07-30)
; Sposini, V.; Sliusarenko, O.; Paradisi, P.; Castellani, G.; Pagnini, G. (2018-07-30)
The problem of biological motion is a very intriguing and topical issue.
Many efforts are being focused on the development of novel modelling
approaches for the description of anomalous diffusion in biological systems,
such ...