Power-law statistics from nonlinear stochastic differential equations driven by Lévy stable noise

DOI10.1016/j.chaos.2015.08.024zbMath1355.60078OpenAlexW1728625454MaRDI QIDQ508838

Julius Ruseckas, Rytis Kazakevičius

Publication date: 8 February 2017

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2015.08.024

zbMATH Keywords

random walksanomalous diffusion\(1/f\) noiseLévy flightsstochastic analysis methods

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items

1/f noise and anomalous scaling in Lévy noise-driven on–off intermittency, Existence and persistence of positive solution for a stochastic turbidostat model, The emergence of self-organization in complex systems -- Preface, Order flow in the financial markets from the perspective of the fractional Lévy stable motion

Uses Software

• plfit

Cites Work

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