Arithmetic Brownian motion subordinated by tempered stable and inverse tempered stable processes

Physica A: Statistical Mechanics and its Applications

Volumn 391, Issue 22, 2012, Pages 5685-5696

  Wyłomańska, Agnieszka ^a  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Anomalous diffusion; Brownian motion; Calibration; Diffusion; Subordination; Tempered stable

Indexed keywords

AIR QUALITY; CALIBRATION; DIFFUSION; INDOOR AIR POLLUTION; LAPLACE TRANSFORMS; PROBABILITY DENSITY FUNCTION; STABILITY CRITERIA;

ANOMALOUS DIFFUSION; BROWNIAN MOTION WITH DRIFT; ENSEMBLE-AVERAGED; ESTIMATION PROCEDURES; INDOOR AIR QUALITY; MEAN SQUARED DISPLACEMENT; SUBORDINATION; TEMPERED STABLE;

BROWNIAN MOVEMENT;

EID: 84864426800     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2012.05.072     Document Type: Article

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