Asymptotic properties and numerical simulation of multidimensional Lévy walks
DOI10.1016/j.cnsns.2014.05.029zbMath1326.60067MaRDI QIDQ2513844
Marcin Magdziarz, Marek Teuerle
Publication date: 29 January 2015
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cnsns.2014.05.029
subordination; Brownian motion; Monte Carlo methods; convergence in distribution; spectral measure; anomalous diffusion; scaling limits; \(\alpha\)-stable Lévy motion; multidimensional Lévy walks
60G51: Processes with independent increments; Lévy processes
60F05: Central limit and other weak theorems
65C05: Monte Carlo methods
60J65: Brownian motion
60J60: Diffusion processes
60G52: Stable stochastic processes
60F17: Functional limit theorems; invariance principles
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