Selfsimilar diffusions - MaRDI portal

Diffusion processes (60J60) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Self-similar stochastic processes (60G18)

Cites Work

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A guide to first-passage processes
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Stochastic-Process Limits
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Lévy Processes and Stochastic Calculus
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On stochastic differential equations
Ito versus Stratonovich
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Using the Weibull distribution. Reliability, modeling, and inference
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First-Passage Phenomena and Their Applications
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The Fokker-Planck equation. Methods of solutions and applications.
Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series
Stochastic Processes and Applications
On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process
Notes on random functions
Fractional motions
Solution of the Fokker-Planck equation with a logarithmic potential
Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994
References
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Langevin picture of Lévy walks and their extensions
Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes
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From entropy-maximization to equality-maximization: Gauss, Laplace, Pareto, and Subbotin
Lévy-driven Langevin systems: targeted stochasticity
Brownian Motion, Martingales, and Stochastic Calculus
The Langevin equation. With applications to stochastic problems in physics, chemistry and electrical engineering.
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A model of non-Gaussian diffusion in heterogeneous media
Long time scaling behaviour for diffusion with resetting and memory
Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit
Preface: new trends in first-passage methods and applications in the life sciences and engineering
Non-Gaussian diffusion of mixed origins
A unifying approach to first-passage time distributions in diffusing diffusivity and switching diffusion models
First-passage duality
Optimization and growth in first-passage resetting
Interlacing relaxation and first-passage phenomena in reversible discrete and continuous space Markovian dynamics
A comparison of dynamical fluctuations of biased diffusion and run-and-tumble dynamics in one dimension
Exploring the Gillis model: a discrete approach to diffusion in logarithmic potentials
The heat distribution in a logarithm potential
Selfsimilarity of diffusions’ first passage times

Cited In (11)

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Self-sustained double-diffusive interleaving
Strongly and weakly self-similar diffusion
Diffusion on Self-Similar Structures
Selfsimilarity of diffusions’ first passage times
Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
Entropy of sharp restart
Self-similarity in an exchangeable site-dynamics model
Weird Brownian motion
Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes

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