Memory Effects in Fractional Brownian Motion with Hurst Exponent H<1/3
Description:
This article discusses a study on the regression to the origin of a walker driven by dynamically generated fractional Brownian motion.
Date:
August 27, 2010
Creator:
Bologna, Mauro; Vanni, Fabio; Krokhin, Arkadii A. & Grigolini, Paolo
Partner:
UNT College of Arts and Sciences