Stable Lévy diffusion and related model fitting

DOI10.15559/18-VMSTA106zbMath1426.60055arXiv1902.01598OpenAlexW3187519321MaRDI QIDQ2326525

Xu Guo, Paramita Chakraborty, Hong Wang

Publication date: 8 October 2019

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.01598

zbMATH Keywords

fractional diffusionfractional advection-dispersionheavy-tailed particle trackingstable Lévy diffusion

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

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