Lévy diffusion: the density versus the trajectory approach

DOI10.1088/1742-5468/2009/03/P03005zbMATH Open1459.82282OpenAlexW2081251940MaRDI QIDQ3301031FDOQ3301031

Mauro Bologna, Paolo Grigolini

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1742-5468/2009/03/p03005

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zbMATH Keywords

stochastic processes (theory)dynamical processes (theory)

Mathematics Subject Classification ID

Transport processes in time-dependent statistical mechanics (82C70)

Cites Work

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• The classical moment problem as a self-adjoint finite difference operator
• The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
• Nonequilibrium statistical mechanics
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• Non-uniqueness of the first passage time density of Lévy random processes
• Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994
• Decoherence, wave function collapses and non-ordinary statistical mechanics.
• The generalized Langevin equation with Gaussian fluctuations
• From the trajectory to the density memory
• Title not available (Why is that?)

Cited In (4)

• Stochastic resonance in a non-Poissonian dichotomous process: a new analytical approach
• Stochastic versus dynamic approach to Lévy statistics in the presence of an external perturbation
• A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions
• Density approach to ballistic anomalous diffusion: An exact analytical treatment

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