Ergodic properties of Lévy flights coexisting with subdiffusion and related models

DOI10.1016/j.jmaa.2017.10.007zbMath1388.60090OpenAlexW2761345442MaRDI QIDQ1682116

Tomasz Zorawik, Marcin Magdziarz

Publication date: 28 November 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.10.007

zbMATH Keywords

fractional Brownian motionergodicitymixingstable processLévy flight

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60)

Related Items

Lamperti transformation -- cure for ergodicity breaking ⋮ Lamperti transformation of scaled Brownian motion and related Langevin equations

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