文章基本信息

标题：Modeling Anomalous Diffusion by a Subordinated Integrated Brownian Motion
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作者：Long Shi ; Aiguo Xiao
期刊名称：Advances in Mathematical Physics
印刷版ISSN：1687-9120
电子版ISSN：1687-9139
出版年度：2017
卷号：2017
DOI：10.1155/2017/7246865
出版社：Hindawi Publishing Corporation
摘要：We consider a particular type of continuous time random walk where the jump lengths between subsequent waiting times are correlated. In a continuum limit, the process can be defined by an integrated Brownian motion subordinated by an inverse -stable subordinator. We compute the mean square displacement of the proposed process and show that the process exhibits subdiffusion when , normal diffusion when , and superdiffusion when . The time-averaged mean square displacement is also employed to show weak ergodicity breaking occurring in the proposed process. An extension to the fractional case is also considered.