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Fractional Brownian motions
Journal
Acta Physica Polonica. B
70
Author
Fuliński Andrzej
Volume
51
Number
5
Pages
1097-1129
ISSN
0587-4254
eISSN
1509-5770
Language
English
Journal language
English
Abstract in English
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.
Affiliation
Wydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki im. Mariana Smoluchowskiego
Scopus© citations
7
dc.abstract.en | 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. | pl |
dc.affiliation | Wydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki im. Mariana Smoluchowskiego | pl |
dc.contributor.author | Fuliński, Andrzej - 337909 | pl |
dc.date.accessioned | 2022-02-11T17:04:33Z | |
dc.date.available | 2022-02-11T17:04:33Z | |
dc.date.issued | 2020 | pl |
dc.date.openaccess | 0 | |
dc.description.accesstime | w momencie opublikowania | |
dc.description.number | 5 | pl |
dc.description.physical | 1097-1129 | pl |
dc.description.version | ostateczna wersja wydawcy | |
dc.description.volume | 51 | pl |
dc.identifier.doi | 10.5506/APhysPolB.51.1097 | pl |
dc.identifier.eissn | 1509-5770 | pl |
dc.identifier.issn | 0587-4254 | pl |
dc.identifier.uri | https://ruj.uj.edu.pl/xmlui/handle/item/288061 | |
dc.language | eng | pl |
dc.language.container | eng | pl |
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.subtype | Article | pl |
dc.title | Fractional Brownian motions | pl |
dc.title.journal | Acta Physica Polonica. B | pl |
dc.type | JournalArticle | pl |
dspace.entity.type | Publication |
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
Wydział Fizyki, Astronomii i Informatyki Stosowanej
Fuliński, Andrzej
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