Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations

DOI10.1016/S0960-0779(99)00168-XzbMath0991.60036MaRDI QIDQ5948143

Aleksei V. Chechkin, Vsevolod Yu. Gonchar

Publication date: 6 December 2001

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

zbMATH Keywords

ordinary Levy motionsymmetric stable distribution

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Special processes (60K99) Stable stochastic processes (60G52)

Related Items

Detecting multifractal stochastic processes under heavy-tailed effects, Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality, Measuring multiscaling in financial time-series, Apparent multifractality of self-similar Lévy processes, Chaos, fractional kinetics, and anomalous transport

Uses Software

• STABLE

Cites Work

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