Lamperti transformation -- cure for ergodicity breaking

DOI10.1016/j.cnsns.2018.11.020zbMath1464.60034OpenAlexW2903048762WikidataQ128896576 ScholiaQ128896576MaRDI QIDQ2207335

Tomasz Zorawik, Marcin Magdziarz

Publication date: 22 October 2020

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

Full work available at URL: https://doi.org/10.1016/j.cnsns.2018.11.020

zbMATH Keywords

anomalous diffusioncontinuous-time random walkLévy walkergodicity breakingLamperti transformation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Self-similar stochastic processes (60G18) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (max. 100)

Lamperti transformation of scaled Brownian motion and related Langevin equations

Cites Work

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