Langevin formulation of a subdiffusive continuous-time random walk in physical time

Andrea Cairoli1, Adrian Baule1

  • 1School of Mathematical Sciences, Queen Mary, University of London, Mile End Road, London E1 4NS, United Kingdom.

Summary

Researchers developed a new Langevin equation to model continuous-time random walks (CTRWs) without subordination. This approach uses non-Gaussian noise to describe subdiffusion, offering an alternative to scaled Brownian motion (SBM).

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