Higher order fractional stable motion: hyperdiffusion with heavy tails
DOI10.1007/S10955-016-1602-0zbMATH Open1355.60050OpenAlexW2512454164MaRDI QIDQ503384FDOQ503384
Authors: Reiichiro Kawai 
Publication date: 12 January 2017
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10955-016-1602-0
Recommendations
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Sample path properties (60G17) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18)
Cites Work
- Title not available (Why is that?)
- Approximations of small jumps of Lévy processes with a view towards simulation
- Estimation of the self-similarity parameter in linear fractional stable motion.
- Title not available (Why is that?)
- SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM
- Title not available (Why is that?)
- Title not available (Why is that?)
- Correlated continuous time random walks: combining scale-invariance with long-range memory for spatial and temporal dynamics
- Simulating Sample Paths of Linear Fractional Stable Motion
- On certain self-decomposable distributions
- The asymptotic dependence structure of the linear fractional Lévy motion
- Fourier series approximation of linear fractional stable motion
- On fractional tempered stable motion
- Fractional normal inverse Gaussian process
- Codifference as a practical tool to measure interdependence
- Numerical inverse Lévy measure method for infinite shot noise series representation
- Continuous-time modeling of random searches: statistical properties and inference
- Sample path generation of Lévy-driven continuous-time autoregressive moving average processes
- Interchanging the order of differentiation and stochastic integration
Cited In (4)
- A general approach to sample path generation of infinitely divisible processes via shot noise representation
- Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach
- Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes
Uses Software
This page was built for publication: Higher order fractional stable motion: hyperdiffusion with heavy tails
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q503384)
