Monitoring Lévy-process crossovers

DOI10.1016/J.CNSNS.2020.105490zbMath1453.82073arXiv2009.06015OpenAlexW3048423904MaRDI QIDQ2211998

Maike A. F. dos Santos, Evaldo M. F. Curado, Fernando D. Nobre

Publication date: 17 November 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.06015

zbMATH Keywords

stochastic processesfractional calculusfractional dynamicsLévy flightsnon-Gaussian distributions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Fractional partial differential equations (35R11)

Related Items (4)

Random diffusivity models for scaled Brownian motion ⋮ Inhomogeneous Fokker-Planck equation from framework of Kaniadakis statistics ⋮ A non-local Fokker-Planck equation with application to probabilistic evaluation of sediment replenishment projects ⋮ In the folds of the central limit theorem: Lévy walks, large deviations and higher-order anomalous diffusion

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