Path properties of subdiffusion a martingale approach

Stochastic Models

Volumn 26, Issue 2, 2010, Pages 256-271

  Magdziarz, Marcin ^a  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Inverse subordinator; Law of large numbers; Law of the iterated logarithm; Martingale; Subdiffusion

Indexed keywords

ANOMALOUS DIFFUSION MODEL; ASYMPTOTIC BEHAVIORS; EXPERIMENTAL DATA; HOLDER CONTINUITY; LAW OF LARGE NUMBERS; LAW OF THE ITERATED LOGARITHM; LINEAR TIME; MEAN SQUARED DISPLACEMENT; PATH PROPERTIES; POWER-LAW; STATISTICAL PHYSICS; STOCHASTIC ANALYSIS; STUDY SAMPLES; SUBDIFFUSION; SUBDIFFUSION PROCESS; SUBORDINATORS;

ALGEBRA;

STOCHASTIC MODELS;

EID: 77952007725     PISSN: 15326349     EISSN: 15324214     Source Type: Journal    
DOI: 10.1080/15326341003756379     Document Type: Article

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