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

zbMATH Keywords

Lévy processes; anomalous diffusion; stochastic analysis; fractional processes; statistical turbulence

Mathematics Subject Classification ID

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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