Asymptotic properties and numerical simulation of multidimensional Lévy walks
From MaRDI portal
Publication:2513844
Recommendations
Cites work
- Anomalous diffusion in correlated continuous time random walks
- Asymptotic behaviour of random walks with correlated temporal structure
- Characterizing anomalous diffusion by studying displacements
- Cluster continuous time random walks
- Clustered continuous-time random walks: diffusion and relaxation consequences
- Correlated continuous time random walks
- Correlated continuous-time random walks -- scaling limits and Langevin picture
- First Steps in Random Walks
- Fractional governing equations for coupled random walks
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- scientific article; zbMATH DE number 3223982 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Human mobility and spatial disease dynamics
- Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case
- Lagging and leading coupled continuous time random walks, renewal times and their joint limits
- Langevin picture of Lévy walks and their extensions
- Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Limit theorems for coupled continuous time random walks.
- Lévy noise with memory
- Multidimensional Lévy walk and its scaling limits
- Path properties of subdiffusion --- a martingale approach
- Random time averaged diffusivities for Lévy walks
- Random walks on lattices. II
- Random walks with infinite spatial and temporal moments
- Relaxation to stationary states for anomalous diffusion
- Some applications of fractional equations.
- Stochastic models for fractional calculus
- Stochastic representation of subdiffusion processes with time-dependent drift
- Stochastic-Process Limits
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Triangular array limits for continuous time random walks
Cited in
(19)- The modified Yule-Walker method for \(\alpha\)-stable time series models
- Method of calculating densities for isotropic ballistic Lévy walks
- Space-time coupled evolution equations and their stochastic solutions
- Quenched trap model for Lévy flights
- Diffusion limit of Lévy-Lorentz gas is Brownian motion
- A fractional Fokker-Planck control framework for subdiffusion processes
- Multidimensional Lévy walk and its scaling limits
- Limit theorems for Lévy walks in d dimensions: rare and bulk fluctuations
- Lévy walks on lattices as multi-state processes
- Coupled continuous time-random walks in quenched random environment
- Densities of scaling limits of coupled continuous time random walks
- Lévy walk with parameter dependent velocity: Hermite polynomial approach and numerical simulation
- On the mean square displacement in Lévy walks
- Spatio-temporal dependence measures for bivariate AR(1) models with \(\alpha \)-stable noise
- Fractional diffusion equation with distributed-order material derivative. Stochastic foundations
- Limit properties of Lévy walks
- From Lévy walks to fractional material derivative: pointwise representation and a numerical scheme
- Taking a break: the impact of rests on Lévy walks
- Convex combination of fractional material derivatives governing the scaling limits of asymmetric Lévy walks
This page was built for publication: Asymptotic properties and numerical simulation of multidimensional Lévy walks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2513844)
