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- W2810185643 abstract "Time-changed stochastic processes have attracted great attention and wide interests due to their extensive applications, especially in financial time series, biology and physics. This paper pays attention to a special stochastic process, tempered fractional Langevin motion, which is non-Markovian and undergoes ballistic diffusion for long times. The corresponding time-changed Langevin system with inverse $beta$-stable subordinator is discussed in detail, including its diffusion type, moments, Klein-Kramers equation, and the correlation structure. Interestingly, this subordination could result in both subdiffusion and superdiffusion, depending on the value of $beta$. The difference between the subordinated tempered fractional Langevin equation and the subordinated Langevin equation with external biasing force is studied for a deeper understanding of subordinator. The time-changed tempered fractional Brownian motion by inverse $beta$-stable subordinator is also considered, as well as the correlation structure of its increments. Some properties of the statistical quantities of the time-changed process are discussed, displaying striking differences compared with the original process." @default.
- W2810185643 created "2018-07-10" @default.
- W2810185643 creator A5002565431 @default.
- W2810185643 creator A5007834881 @default.
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- W2810185643 date "2018-11-07" @default.
- W2810185643 modified "2023-09-24" @default.
- W2810185643 title "Tempered fractional Langevin–Brownian motion with inverse <i>β</i>-stable subordinator" @default.
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- W2810185643 doi "https://doi.org/10.1088/1751-8121/aae8b3" @default.
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