Langevin picture of Lévy walks and their extensions
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Publication:425196
DOI10.1007/S10955-012-0465-2zbMATH Open1243.82034OpenAlexW2065993619MaRDI QIDQ425196FDOQ425196
Authors: Marcin Magdziarz, Władysław Szczotka, Piotr Żebrowski 
Publication date: 7 June 2012
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10955-012-0465-2
Recommendations
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Cited In (27)
- Selfsimilar diffusions
- On the mean square displacement in Lévy walks
- Coupled continuous time-random walks in quenched random environment
- Limit theorems and governing equations for Lévy walks
- Asymptotic behaviour of random walks with correlated temporal structure
- The influence of the finite velocity on spatial distribution of particles in the frame of levy walk model
- Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system
- Quenched trap model for Lévy flights
- Functional convergence of continuous-time random walks with continuous paths
- Feynman-Kac equation for anomalous processes with space- and time-dependent forces
- Lévy diffusion: the density versus the trajectory approach
- Gaussian diffusion interrupted by Lévy walk
- Limit properties of Lévy walks
- Conservative random walks in confining potentials
- From Lévy walks to fractional material derivative: pointwise representation and a numerical scheme
- Diffusion limit of Lévy-Lorentz gas is Brownian motion
- Modified cumulative distribution function in application to waiting time analysis in the continuous time random walk scenario
- Fractional diffusion equation with distributed-order material derivative. Stochastic foundations
- Coupled continuous time random walk with Lévy distribution jump length signifies anomalous diffusion?
- Lévy walk with parameter dependent velocity: Hermite polynomial approach and numerical simulation
- Nonlinear dynamics of continuous-time random walks in inhomogeneous medium
- Age representation of Lévy walks: partial density waves, relaxation and first passage time statistics
- Densities of scaling limits of coupled continuous time random walks
- Phase diagram in stored-energy-driven Lévy flight
- Multidimensional Lévy walk and its scaling limits
- Lamperti transformation -- cure for ergodicity breaking
- Asymptotic properties and numerical simulation of multidimensional Lévy walks
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