Rotational invariance of stochastic processes with application to fractional dynamics
From MaRDI portal
Publication:3301760
DOI10.1088/1742-5468/2014/10/P10028zbMATH Open1456.60074MaRDI QIDQ3301760FDOQ3301760
Authors: Jakub Karol Ślęzak, Marcin Magdziarz 
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Recommendations
- Self-similarity, Stochasticity and Fractionality
- Correlated continuous time random walks: combining scale-invariance with long-range memory for spatial and temporal dynamics
- MODELING FRACTAL DYNAMICAL SYSTEMS IN THE COMPLEX SPACE. FROM MACRO-OBSERVATION TO MICRO-OBSERVATION
- Properties and distribution of the dynamical functional for the fractional Gaussian noise
- Random-time isotropic fractional stable fields
Cites Work
- Title not available (Why is that?)
- Empirical Characteristic Function Estimation and Its Applications
- Tempered stable Lévy motion and transient super-diffusion
- Tempering stable processes
- Multivariate elliptically contoured stable distributions: theory and estimation
- Title not available (Why is that?)
- Introductory lectures on fluctuations of Lévy processes with applications.
- Title not available (Why is that?)
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Stochastic solution of space-time fractional diffusion equations
- The Fokker-Planck equation. Methods of solutions and applications.
- Langevin picture of subdiffusion with infinitely divisible waiting times
- Title not available (Why is that?)
- Stochastic modeling in nanoscale biophysics: subdiffusion within proteins
- Title not available (Why is that?)
- LÉVY FLIGHT SUPERDIFFUSION: AN INTRODUCTION
- Fractional Lévy processes with an application to long memory moving average processes
- Brownian Motion of an Ellipsoid
- Spherically Invariant Random Processes: Theory and Applications
- Numerical inversion of Mellin transforms
- Estimation and testing of the Hurst parameter using \(p\)-variation
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process
- Title not available (Why is that?)
This page was built for publication: Rotational invariance of stochastic processes with application to fractional dynamics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3301760)
