Competition between Lévy jumps and continuous drift

DOI10.1016/j.physa.2003.08.028zbMath1029.60036OpenAlexW2078995410MaRDI QIDQ1412878

V. V. Belik, Igor M. Sokolov

Publication date: 30 November 2003

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2003.08.028

zbMATH Keywords

random processlevel crossingcrossing probability

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Related Items (4)

Strongly super-Poisson statistics replaced by a wide-pulse Poisson process: the billiard random generator ⋮ Escape from bounded domains driven by multivariateα-stable noises ⋮ Escape from a disk with partly absorbing boundaries driven by bi-variateα-stable noises ⋮ Role of sub- and super-Poisson noise sources in population dynamics

Cites Work

• A Guide to First-Passage Processes
• Properties of Lévy flights on an interval with absorbing boundaries
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
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