Fractional Brownian motions (FBMs) have been observed recently in the measured trajectories of individual molecules or small particles in the cytoplasm of living cells and in other dense composite systems, among others. Various types of FBMs differ in a number of ways, including the strength, range and type of damping of the memory encoded in their definitions, but share several basic characteristics: distributions, non-ergodic properties, and scaling of the second moment, which makes it difficult to determine which type of Brownian motion (fractional or normal) the measured trajectory belongs to. Here, we show, by introducing FBMs with regulated range and strength of memory, that it is the structure of memory which determines their physica...
Fractional Brownian motion (FBM) is a Gaussian stochastic process with stationary, long-time correla...
The fractional Gaussian noise/fractional Brownian motion framework (fGn/fBm) has been widely used fo...
International audienceSince the pioneering work by Mandelbrot and Van Ness in 1968, the fractional B...
How does a systematic time-dependence of the diffusion coefficient D(t) affect the ergodic and stati...
Herein we develop a dynamical foundation for fractional Brownian motion. A clear relation is establi...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
Fractional Brownian motion (FBM) is a Gaussian stochastic process with stationary, long-time correla...
Properties of different models of fractional Brownian motions are discussed in detail. We shall coll...
SUMMARY Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation ...
This work concerns the fractional Brownian motion, in particular, the properties of its trajectories...
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long...
This article discusses a study on the regression to the origin of a walker driven by dynamically gen...
Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion pr...
Correlation functions describing relaxation processes in proteins and other complex molecular system...
The dynamic approach to fractional Brownian motion (FBM) establishes a link between non-Poisson rene...
Fractional Brownian motion (FBM) is a Gaussian stochastic process with stationary, long-time correla...
The fractional Gaussian noise/fractional Brownian motion framework (fGn/fBm) has been widely used fo...
International audienceSince the pioneering work by Mandelbrot and Van Ness in 1968, the fractional B...
How does a systematic time-dependence of the diffusion coefficient D(t) affect the ergodic and stati...
Herein we develop a dynamical foundation for fractional Brownian motion. A clear relation is establi...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
Fractional Brownian motion (FBM) is a Gaussian stochastic process with stationary, long-time correla...
Properties of different models of fractional Brownian motions are discussed in detail. We shall coll...
SUMMARY Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation ...
This work concerns the fractional Brownian motion, in particular, the properties of its trajectories...
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long...
This article discusses a study on the regression to the origin of a walker driven by dynamically gen...
Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion pr...
Correlation functions describing relaxation processes in proteins and other complex molecular system...
The dynamic approach to fractional Brownian motion (FBM) establishes a link between non-Poisson rene...
Fractional Brownian motion (FBM) is a Gaussian stochastic process with stationary, long-time correla...
The fractional Gaussian noise/fractional Brownian motion framework (fGn/fBm) has been widely used fo...
International audienceSince the pioneering work by Mandelbrot and Van Ness in 1968, the fractional B...