Lévy, Ornstein-Uhlenbeck, and subordination: spectral vs. jump description

DOI10.1007/s10955-004-2710-9zbMath1125.82026OpenAlexW2053374824MaRDI QIDQ2487832

Joseph Klafter, Iddo I. Eliazar

Publication date: 8 August 2005

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-004-2710-9

zbMATH Keywords

Lévy motionsPoisson superposition

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Quantum dynamics and nonequilibrium statistical mechanics (general) (82C10)

Related Items (12)

Hazard-selfsimilarity of diffusions’ first passage times ⋮ Universal Poisson-process limits for general random walks ⋮ Effects of Lévy noise in a neuronal competition model ⋮ Lévy flights in confining environments: random paths and their statistics ⋮ Dynamical behavior and density function analysis of a stochastic HIV/AIDS model with general incidence rate ⋮ Stochastic flow cascades ⋮ Intermittency of superpositions of Ornstein-Uhlenbeck type processes ⋮ An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach ⋮ Anomalous is ubiquitous ⋮ Codifference as a practical tool to measure interdependence ⋮ Anomalous correlated Lévy flight induced by coexistence of correlation and dissipative nonlinearity ⋮ Anomalous pulsation

Cites Work

• Spatial gliding, temporal trapping, and anomalous transport
• Random walks with infinite spatial and temporal moments
• Lévy-driven Langevin systems: targeted stochasticity
• Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994
• Fractional kinetic equations: solutions and applications
• Chance and Stability
• Introduction to Econophysics
• On stochastic differential equations
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
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