Modeling anomalous diffusion by a subordinated fractional Lévy-stable process

DOI10.1088/1742-5468/2013/05/P05016zbMath1456.60278OpenAlexW2085072974MaRDI QIDQ3301617

Agnieszka Wyłomańska, Grzegorz Sikora, Marek Teuerle

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1742-5468/2013/05/p05016

zbMATH Keywords

anomalous diffusionfractional Lévy-stable process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Monte Carlo methods (65C05) Diffusion processes (60J60) Stable stochastic processes (60G52) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)

Related Items (10)

Fractional Brownian motion time-changed by gamma and inverse gamma process ⋮ Fractional Lévy stable motion time-changed by gamma subordinator ⋮ Ergodic properties of Lévy flights coexisting with subdiffusion and related models ⋮ The tempered stable process with infinitely divisible inverse subordinators ⋮ Rotational invariance of stochastic processes with application to fractional dynamics ⋮ The subordinated processes controlled by a family of subordinators and corresponding Fokker–Planck type equations ⋮ Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators ⋮ Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes ⋮ Codifference as a practical tool to measure interdependence ⋮ Modeling anomalous diffusion by a subordinated integrated Brownian motion

Uses Software

• longmemo

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