Tempered fractional stable motion

DOI10.1007/s10959-014-0585-5zbMath1348.60061OpenAlexW2121335876MaRDI QIDQ300298

Mark M. Meerschaert, Farzad Sabzikar

Publication date: 27 June 2016

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-014-0585-5

zbMATH Keywords

sample pathslocal timeslong-range dependencestable processfractional motionlocal nondeterminism

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stable stochastic processes (60G52)

Related Items (11)

Invariance principles for tempered fractionally integrated processes ⋮ Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model ⋮ Tempered fractional Brownian and stable motions of second kind ⋮ High-order spectral collocation method using tempered fractional Sturm-Liouville eigenproblems ⋮ Analytic solution to space-fractional Fokker–Planck equations for tempered-stable Lévy distributions with spatially linear, time-dependent drift ⋮ On the empirical process of tempered moving averages ⋮ Tempered fractional multistable motion and tempered multifractional stable motion ⋮ A computationally efficient method for tempered fractional differential equations with application ⋮ On multivariate fractional random fields: tempering and operator-stable laws ⋮ Multivariate tempered stable random fields ⋮ How does tempering affect the local and global properties of fractional Brownian motion?

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