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

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

ISSN: 1539-3755,  1550-2376

Année de publication: 2010

Volumen: 81

Número: 1

Type: Article

DOI: 10.1103/PHYSREVE.81.010102 GOOGLE SCHOLAR
La source de données: Scopus