Longest excursion of fractional Brownian motion: Numerical evidence of non-Markovian effects

  1. García-García, R.
  2. Rosso, A.
  3. Schehr, G.
Revista:
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

ISSN: 1539-3755,  1550-2376

Any de publicació: 2010

Volum: 81

Número: 1

Tipus: Article

DOI: 10.1103/PHYSREVE.81.010102 GOOGLE SCHOLAR
Font de les dades: Scopus