Monitoring Lévy-process crossovers
From MaRDI portal
Publication:2211998
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
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
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Dynamics of normal and anomalous diffusion in nonlinear Fokker-Planck equations
- \(q\)-Gaussians in the porous-medium equation: stability and time evolution
- Stable equilibrium based on Lévy statistics:A linear Boltzmann equation approach
- Stability and convergence of a new explicit finite-difference approximation for the variable-order nonlinear fractional diffusion equation
- Method of approximate particular solutions for constant- and variable-order fractional diffusion models
- The variable-order fractional calculus of variations
- Optimal variable-order fractional PID controllers for dynamical systems
- Variable order and distributed order fractional operators
- A computational method for solving variable-order fractional nonlinear diffusion-wave equation
- A new fractional operator of variable order: application in the description of anomalous diffusion
- On an accurate discretization of a variable-order fractional reaction-diffusion equation
- Variable order fractional systems
- Analytic approaches of the anomalous diffusion: a review
- Meshfree moving least squares method for nonlinear variable-order time fractional 2D telegraph equation involving Mittag-Leffler non-singular kernel
- A review on variable-order fractional differential equations: mathematical foundations, physical models, numerical methods and applications
- Random Walks on Lattices. II
- Models for characterizing the transition among anomalous diffusions with different diffusion exponents
- Introduction to Nonextensive Statistical Mechanics
- Numerical Methods for the Variable-Order Fractional Advection-Diffusion Equation with a Nonlinear Source Term
- VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS
- Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
- Statistical-Mechanical Foundation of the Ubiquity of Lévy Distributions in Nature
- Complementary Densities of Lévy Walks: Typical and Rare Fluctuations
- From continuous-time random walks to controlled-diffusion reaction
- Response functions in linear viscoelastic constitutive equations and related fractional operators
- Nonlinear Fokker-Planck equations in super-diffusive and sub-diffusive regimes
- Fractional diffusion in inhomogeneous media
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
