Continuous Markovian model for Lévy random walks with superdiffusive and superballistic regimes
From MaRDI portal
Publication:1938090
DOI10.1140/epjb/e2010-10422-4zbMath1256.60026arXiv1005.4768OpenAlexW3105379620MaRDI QIDQ1938090
Publication date: 3 February 2013
Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1005.4768
Related Items (4)
Tsallis distributions, Lévy walks and correlated-type anomalous diffusion result from state-dependent diffusion ⋮ Equivalent continuous and discrete realizations of Lévy flights: a model of one-dimensional motion of an inertial particle ⋮ A generalized Cauchy process having cubic nonlinearity ⋮ Truncated Lévy flights and generalized Cauchy processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Noise-induced transitions. Theory and applications in physics, chemistry, and biology
- On-off intermittency: power spectrum and fractal properties of time series
- Random access to a random number sequence
- Exponentially damped Lévy flights
- Chaos, fractional kinetics, and anomalous transport
- Autocorrelation as a source of truncated Lévy flights in foreign exchange rates
- Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
- Explicit Order 1.5 Schemes for the Strong Approximation of Itô Stochastic Differential Equations
- Maximum likelihood estimators for generalized Cauchy processes
- Second Order Runge–Kutta Methods for Itô Stochastic Differential Equations
- A Note on the Theorems of Church‐Turing and Trachtenbrot
- Fluctuation Dissipation Relation for a Langevin Model with Multiplicative Noise
- Stochastic Processes Having Fractional Order Nonlinearity Associated with Hyper Gamma Distribution
- Optical Physics
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
This page was built for publication: Continuous Markovian model for Lévy random walks with superdiffusive and superballistic regimes