• Title of article

    Long time asymptotics of a Brownian particle coupled with a random environment with non-diffusive feedback force

  • Author/Authors

    M. Ottobre، نويسنده , , Michela، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2012
  • Pages
    41
  • From page
    844
  • To page
    884
  • Abstract
    We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behavior of the Brownian particle has bounded (in time) variance when the particle interacts with a subdiffusive field; when the interaction is with a superdiffusive field the variance of the limiting process grows in time as t 2 γ − 1 , 1 / 2 < γ < 1 . Two different kinds of superdiffusing (random) environments are considered: one is described through the use of the fractional Laplacian; the other via the Riemann–Liouville fractional integral. The subdiffusive field is modeled through the Riemann–Liouville fractional derivative.
  • Keywords
    Fractional Laplacian , Continuous Time Random Walk , Scaling limit , Interface fluctuations , anomalous diffusion , Lévy flight , Riemann–Liouville fractional derivative (integral)
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2012
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578513