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Wiese KJ, Majumdar SN, Rosso A. Perturbation theory for fractional Brownian motion in presence of absorbing boundaries. Phys Rev E Stat Nonlin Soft Matter Phys. 2011;83(6):061141doi: 10.1103/PhysRevE.83.061141.
Wiese, K. J., Majumdar, S. N., & Rosso, A. (2011). Perturbation theory for fractional Brownian motion in presence of absorbing boundaries. Physical review. E, Statistical, nonlinear, and soft matter physics, 83(6), 061141. https://doi.org/10.1103/PhysRevE.83.061141
Wiese, Kay Jörg, et al. "Perturbation theory for fractional Brownian motion in presence of absorbing boundaries." Physical review. E, Statistical, nonlinear, and soft matter physics vol. 83,6 (2011): 061141. doi: https://doi.org/10.1103/PhysRevE.83.061141
Wiese KJ, Majumdar SN, Rosso A. Perturbation theory for fractional Brownian motion in presence of absorbing boundaries. Phys Rev E Stat Nonlin Soft Matter Phys. 2011 Jun;83(6):061141. doi: 10.1103/PhysRevE.83.061141. Epub 2011 Jun 24. PMID: 21797336.
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Phys Rev E Stat Nonlin Soft Matter Phys. 2011 Jun;83(6):061141. doi: 10.1103/PhysRevE.83.061141. Epub 2011 Jun 24.

Perturbation theory for fractional Brownian motion in presence of absorbing boundaries.

Physical review. E, Statistical, nonlinear, and soft matter physics

Kay Jörg Wiese, Satya N Majumdar, Alberto Rosso

Affiliations

  1. CNRS-Laboratoire de Physique Théorique de l'Ecole Normale Supérieure, Paris, France.

PMID: 21797336 DOI: 10.1103/PhysRevE.83.061141

Abstract

Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations (x(t(1))x(t(2)))=D(t(1)(2H)+t(2)(2H)-|t(1)-t(2)|(2H)), where H, with 0

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