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- W2951421980 abstract "We study the asymptotic behaviour of the time-changed stochastic process $vphantom{X}^f!X(t)=B(vphantom{S}^f!S (t))$, where $B$ is a standard one-dimensional Brownian motion and $vphantom{S}^f!S$ is the (generalized) inverse of a subordinator, i.e. the first-passage time process corresponding to an increasing Levy process with Laplace exponent $f$. This type of processes plays an important role in statistical physics in the modeling of anomalous subdiffusive dynamics. The main result of the paper is the proof of the mixing property for the sequence of stationary increments of a subdiffusion process. We also investigate various martingale properties, derive a generalized Feynman-Kac formula, the laws of large numbers and of the iterated logarithm for $vphantom{X}^f!X$." @default.
- W2951421980 created "2019-06-27" @default.
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- W2951421980 date "2013-11-23" @default.
- W2951421980 modified "2023-09-27" @default.
- W2951421980 title "Asymptotic properties of Brownian motion delayed by inverse subordinators" @default.
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