Fractional Brownian motions

2020
journal article
article
7
dc.abstract.enProperties of different models of fractional Brownian motions are discussed in detail. We shall collect here several possible ways of introducing and defining various possible fBms, discuss their properties, find how they are similar, and how they differ. In particular, we shall try to find what mechanisms or details in their definitions make these motions anomalous and whether can the various models be distinguished experimentally. To this aim, the main tool used here will be the autocorrelation function C(t,s), and related to it characteristics: nonmarkovian behaviour and so-called weak ergodicity breaking.pl
dc.affiliationWydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki im. Mariana Smoluchowskiegopl
dc.contributor.authorFuliński, Andrzej - 337909 pl
dc.date.accessioned2022-02-11T17:04:33Z
dc.date.available2022-02-11T17:04:33Z
dc.date.issued2020pl
dc.date.openaccess0
dc.description.accesstimew momencie opublikowania
dc.description.number5pl
dc.description.physical1097-1129pl
dc.description.versionostateczna wersja wydawcy
dc.description.volume51pl
dc.identifier.doi10.5506/APhysPolB.51.1097pl
dc.identifier.eissn1509-5770pl
dc.identifier.issn0587-4254pl
dc.identifier.urihttps://ruj.uj.edu.pl/xmlui/handle/item/288061
dc.languageengpl
dc.language.containerengpl
dc.rightsUdzielam licencji. Uznanie autorstwa 4.0 Międzynarodowa*
dc.rights.licenceCC-BY
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/legalcode.pl*
dc.share.typeotwarte czasopismo
dc.subtypeArticlepl
dc.titleFractional Brownian motionspl
dc.title.journalActa Physica Polonica. Bpl
dc.typeJournalArticlepl
dspace.entity.typePublication
dc.abstract.enpl
Properties of different models of fractional Brownian motions are discussed in detail. We shall collect here several possible ways of introducing and defining various possible fBms, discuss their properties, find how they are similar, and how they differ. In particular, we shall try to find what mechanisms or details in their definitions make these motions anomalous and whether can the various models be distinguished experimentally. To this aim, the main tool used here will be the autocorrelation function C(t,s), and related to it characteristics: nonmarkovian behaviour and so-called weak ergodicity breaking.
dc.affiliationpl
Wydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki im. Mariana Smoluchowskiego
dc.contributor.authorpl
Fuliński, Andrzej - 337909
dc.date.accessioned
2022-02-11T17:04:33Z
dc.date.available
2022-02-11T17:04:33Z
dc.date.issuedpl
2020
dc.date.openaccess
0
dc.description.accesstime
w momencie opublikowania
dc.description.numberpl
5
dc.description.physicalpl
1097-1129
dc.description.version
ostateczna wersja wydawcy
dc.description.volumepl
51
dc.identifier.doipl
10.5506/APhysPolB.51.1097
dc.identifier.eissnpl
1509-5770
dc.identifier.issnpl
0587-4254
dc.identifier.uri
https://ruj.uj.edu.pl/xmlui/handle/item/288061
dc.languagepl
eng
dc.language.containerpl
eng
dc.rights*
Udzielam licencji. Uznanie autorstwa 4.0 Międzynarodowa
dc.rights.licence
CC-BY
dc.rights.uri*
http://creativecommons.org/licenses/by/4.0/legalcode.pl
dc.share.type
otwarte czasopismo
dc.subtypepl
Article
dc.titlepl
Fractional Brownian motions
dc.title.journalpl
Acta Physica Polonica. B
dc.typepl
JournalArticle
dspace.entity.type
Publication
Affiliations

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