Non-Gaussian distributions. (Q1569180)
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scientific article; zbMATH DE number 1464519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-Gaussian distributions. |
scientific article; zbMATH DE number 1464519 |
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Non-Gaussian distributions. (English)
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25 June 2000
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The authors use the method of Fourier transforms to study the densities and the corresponding moments for the processes of hyperdiffusion and hypodiffusion (non-Gaussian diffusions). They also give a numerical method for the solution of the anomalous diffusion equation; the method is based on the discrete Fourier transform.
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Brownian motion
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fractional Brownian motion
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stable processes
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fractional calculus
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diffusion equation
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