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

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

ISSN: 1539-3755,  1550-2376

Year of publication: 2010

Volume: 81

Issue: 1

Type: Article

DOI: 10.1103/PHYSREVE.81.010102 GOOGLE SCHOLAR
Data source: Scopus