Rotational invariance of stochastic processes with application to fractional dynamics

DOI10.1088/1742-5468/2014/10/P10028zbMath1456.60074MaRDI QIDQ3301760

Marcin Magdziarz, Jakub Ślęzak

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Mathematics Subject Classification ID

General theory of stochastic processes (60G07)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate elliptically contoured stable distributions: theory and estimation
• Tempered stable Lévy motion and transient super-diffusion
• Tempering stable processes
• The Fokker-Planck equation. Methods of solutions and applications.
• Stochastic modeling in nanoscale biophysics: subdiffusion within proteins
• Langevin picture of subdiffusion with infinitely divisible waiting times
• Introductory lectures on fluctuations of Lévy processes with applications.
• Fractional Lévy processes with an application to long memory moving average processes
• Estimation and testing of the Hurst parameter usingp-variation
• Stochastic solution of space-time fractional diffusion equations
• Brownian Motion of an Ellipsoid
• Empirical Characteristic Function Estimation and Its Applications
• Modeling anomalous diffusion by a subordinated fractional Lévy-stable process
• Spherically Invariant Random Processes: Theory and Applications
• LÉVY FLIGHT SUPERDIFFUSION: AN INTRODUCTION
• Numerical inversion of Mellin transforms
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

This page was built for publication: Rotational invariance of stochastic processes with application to fractional dynamics