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One-dimensional space-discrete transport subject to Lévy perturbations - MaRDI portal

One-dimensional space-discrete transport subject to Lévy perturbations (Q960174)

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One-dimensional space-discrete transport subject to Lévy perturbations
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    One-dimensional space-discrete transport subject to Lévy perturbations (English)
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    16 December 2008
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    One-dimensional space-discrete transport equations with additive Lévy forcing and explicit solutions are studied. They discuss the invariance of the covariance structure of the stationary distribution for Lévy perturbations.
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    transport equation
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    Lévy process
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    Lévy flights
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    Bessel function
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    stationary distribution
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    Fourier transform
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