On fractional Lévy processes: tempering, sample path properties and stochastic integration
DOI10.1007/s10955-019-02475-1zbMath1447.60069arXiv1910.00660MaRDI QIDQ2302689
B. Cooper Boniece, Gustavo Didier, Farzad Sabzikar
Publication date: 26 February 2020
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.00660
Lévy processes; anomalous diffusion; stochastic analysis; fractional processes; statistical turbulence
60G51: Processes with independent increments; Lévy processes
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F05: Central limit and other weak theorems
60G22: Fractional processes, including fractional Brownian motion
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
60H05: Stochastic integrals
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