Scaling laws in stochastic system with anomalous diffusion

被引：3
|
作者：
Kharchenko, Dmitrii [1 ]
机构：
[1] Sumy State Univ, Modeling Complex Syst Dept, UA-40007 Sumy, Ukraine
来源：
FLUCTUATION AND NOISE LETTERS | 2002年 / 2卷 / 04期
关键词：
anomalous diffusion; fractal dimension; multiplicative noise;
D O I：
10.1142/S0219477502000865
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We consider the stochastic system with an anomalous diffusion. According to the obtained relations between characteristics of diffusion processes the special class of models which exhibit the anomalous behaviour is considered. It was shown that indexes of super- and subdiffusion are related to the Hurst exponent which defines the properties of the phase space inherent to the proposed model of stochastic system.
引用
收藏
页码：L273 / L278
页数：6
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