Lévy-Driven Langevin Systems: Targeted Stochasticity

Keywords

Statistical physics, Langevin equation, Noise (video), Probability density function, Randomness

References

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• LEVY FLIGHTS IN EXTERNAL FORCE FIELDS : LANGEVIN AND FRACTIONAL FOKKER-PLANCK EQUATIONS AND THEIR SOLUTIONSSune Nørhøj Jespersen, Ralf Metzler, Hans C. Fogedby — 1998
• Scaling behaviour in the dynamics of an economic indexRosario N. Mantegna, H. Eugene Stanley — 1995

Cited by

• Complete description of all self-similar models driven by Lévy stable noise.Päivi Pietilä — 2005
• Asymptotic Derivation of Langevin-like Equation with Non-Gaussian Noise and Its Analytical SolutionKiyoshi Kanazawa, Tomohiko G. Sano, Takahiro Sagawa — 2014
• Queues with state-dependent ratesRené Bekker — 2005
• From solar flare time series to fractional dynamicsKrzysztof Burnecki, Aleksander Weron, J. Klafter — 2008
• Stability and lack of memory of the returns of the Hang Seng indexKrzysztof Burnecki, Janusz Gajda, Grzegorz Sikora — 2011
• NONLOCAL RANDOM MOTIONS AND THE TRAPPING PROBLEMP. Garbaczewski, M. Żaba — 2014
• The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamicsRalf Metzler, J. Klafter — 2004
• From Ornstein-Uhlenbeck dynamics to long-memory processes and fractional Brownian motion.Iddo Eliazar, J. Klafter — 2009
• Cooling down Lévy flightsIlya Pavlyukevich — 2007
• Non-linear Shot Noise: Lévy, Noah, & JosephIddo Eliazar, J. Klafter — 2006
• Lévy flights in confining environments: Random paths and their statisticsMariusz Żaba, Piotr Garbaczewski, V. A. Stephanovich — 2012
• Approaching stationarity: competition between long jumps and long waiting timesBartłomiej Dybiec — 2010
• A growth–collapse model: Lévy inflow, geometric crashes, and generalized Ornstein–Uhlenbeck dynamicsIddo Eliazar, J. Klafter — 2004
• Lévy flights in inhomogeneous environmentsPiotr Garbaczewski, V. A. Stephanovich — 2009
• Heavy-tailed targets and (ab)normal asymptotics in diffusive motionPiotr Garbaczewski, V. A. Stephanovich, Dariusz Kȩdzierski — 2010
• Lévy targeting and the principle of detailed balance.Piotr Garbaczewski, V. A. Stephanovich — 2011
• Relaxation to stationary states for anomalous diffusionBartłomiej Dybiec, Igor M. Sokolov, Aleksei V. Chechkin — 2011
• Lévy flights in confining potentials.Piotr Garbaczewski, V. A. Stephanovich — 2009
• Fractal Lévy correlation cascadesIddo Eliazar, J. Klafter — 2007
• Some fundamental aspects of Lévy flightsRalf Metzler, Aleksei V. Chechkin, V.Yu. Gonchar — 2007

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