Fractional Lévy motions and related processes

DOI10.1088/0305-4470/32/42/301zbMATH Open1047.82520OpenAlexW2063345715MaRDI QIDQ4485374FDOQ4485374

Authors: Thierry E. Huillet 

Publication date: 12 June 2000

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/32/42/301

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Mathematics Subject Classification ID

Stable stochastic processes (60G52) Self-similar stochastic processes (60G18) Equilibrium statistical mechanics (82B99)

Cited In (17)

• Title not available (Why is that?)
• Fractional Lévy stable motion: finite difference iterative forecasting model
• On operator fractional Lévy motion: integral representations and time-reversibility
• Upscaling Lévy motions in porous media with long range correlations
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• Fractional Brownian motions: memory, diffusion velocity, and correlation functions
• Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
• Fractional Brownian motions
• Anomalous diffusion index for Lévy motions
• On Lévy-Fréchet processes and related self-similar and semi-self-similar ones
• GENERALIZED FRACTIONAL LÉVY PROCESSES: A WHITE NOISE APPROACH
• Higher order fractional stable motion: hyperdiffusion with heavy tails
• Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations
• Asymptotic behaviour of the distribution density of the fractional Lévy motion
• Beyond the Poisson renewal process: a tutorial survey
• Generalized fractional Laplace motion
• Finite variation of fractional Lévy processes

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