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Power-law statistics from nonlinear stochastic differential equations driven by Lévy stable noise - MaRDI portal

Power-law statistics from nonlinear stochastic differential equations driven by Lévy stable noise (Q508838)

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scientific article; zbMATH DE number 6681958
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Power-law statistics from nonlinear stochastic differential equations driven by Lévy stable noise
scientific article; zbMATH DE number 6681958

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    Power-law statistics from nonlinear stochastic differential equations driven by Lévy stable noise (English)
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    8 February 2017
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    stochastic analysis methods
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    random walks
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    Lévy flights
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    \(1/f\) noise
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    anomalous diffusion
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