Lévy, Ornstein-Uhlenbeck, and subordination: spectral vs. jump description

DOI10.1007/S10955-004-2710-9zbMATH Open1125.82026OpenAlexW2053374824MaRDI QIDQ2487832FDOQ2487832

Authors: Joseph Klafter, Iddo I. Eliazar 

Publication date: 8 August 2005

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-004-2710-9

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zbMATH Keywords

Poisson superpositionLévy motions

Mathematics Subject Classification ID

Quantum dynamics and nonequilibrium statistical mechanics (general) (82C10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) General theory of stochastic processes (60G07)

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Cited In (14)

• Inertial Lévy flights in bounded domains
• An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
• Codifference as a practical tool to measure interdependence
• Dynamical behavior and density function analysis of a stochastic HIV/AIDS model with general incidence rate
• Anomalous correlated Lévy flight induced by coexistence of correlation and dissipative nonlinearity
• Anomalous pulsation
• Hazard-selfsimilarity of diffusions’ first passage times
• Effects of Lévy noise in a neuronal competition model
• Universal Poisson-process limits for general random walks
• Lévy flights in confining environments: random paths and their statistics
• Power Brownian motion: an Ornstein-Uhlenbeck lookout
• Intermittency of superpositions of Ornstein-Uhlenbeck type processes
• Anomalous is ubiquitous
• Stochastic flow cascades

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