Modeling anomalous diffusion by a subordinated fractional Lévy-stable process
DOI10.1088/1742-5468/2013/05/P05016zbMATH Open1456.60278OpenAlexW2085072974MaRDI QIDQ3301617FDOQ3301617
Authors: Marek Teuerle, Agnieszka Wyłomańska, Grzegorz Sikora 
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/10.1088/1742-5468/2013/05/p05016
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Processes with independent increments; Lévy processes (60G51) Monte Carlo methods (65C05) Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Stable stochastic processes (60G52) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)
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Cited In (16)
- Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators
- Codifference as a practical tool to measure interdependence
- Fractional Brownian motion time-changed by gamma and inverse gamma process
- Transient anomalous sub-diffusion on bounded domains
- Anomalous pulsation
- Characterizing anomalous diffusion by studying displacements
- Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes
- A fractional phase-field model using an infinitesimal generator of \(\alpha\) stable Lévy process
- Rotational invariance of stochastic processes with application to fractional dynamics
- The tempered stable process with infinitely divisible inverse subordinators
- Two-time scale subordination in physical processes with long-term memory
- Modeling anomalous diffusion by a subordinated integrated Brownian motion
- Ergodic properties of Lévy flights coexisting with subdiffusion and related models
- The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations
- Decomposing the effect of anomalous diffusion enables direct calculation of the Hurst exponent and model classification for single random paths
- Fractional Lévy stable motion time-changed by gamma subordinator
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