Rotational invariance of stochastic processes with application to fractional dynamics
From MaRDI portal
Publication:3301760
DOI10.1088/1742-5468/2014/10/P10028zbMath1456.60074MaRDI QIDQ3301760
Marcin Magdziarz, Jakub Ślęzak
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Multivariate elliptically contoured stable distributions: theory and estimation
- Tempered stable Lévy motion and transient super-diffusion
- Tempering stable processes
- The Fokker-Planck equation. Methods of solutions and applications.
- Stochastic modeling in nanoscale biophysics: subdiffusion within proteins
- Langevin picture of subdiffusion with infinitely divisible waiting times
- Introductory lectures on fluctuations of Lévy processes with applications.
- Fractional Lévy processes with an application to long memory moving average processes
- Estimation and testing of the Hurst parameter usingp-variation
- Stochastic solution of space-time fractional diffusion equations
- Brownian Motion of an Ellipsoid
- Empirical Characteristic Function Estimation and Its Applications
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process
- Spherically Invariant Random Processes: Theory and Applications
- LÉVY FLIGHT SUPERDIFFUSION: AN INTRODUCTION
- Numerical inversion of Mellin transforms
- The random walk's guide to anomalous diffusion: A fractional dynamics approach