Memory Effects in Fractional Brownian Motion with Hurst Exponent H<1/3 (open access)

Memory Effects in Fractional Brownian Motion with Hurst Exponent H<1/3

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
System: The UNT Digital Library