Generalized Langevin equation driven by Lévy processes: A probabilistic, numerical and time series based approach
Year of publication: |
2012
|
---|---|
Authors: | Medino, Ary V. ; Lopes, Sílvia R.C. ; Morgado, Rafael ; Dorea, Chang C.Y. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 391.2012, 3, p. 572-581
|
Publisher: |
Elsevier |
Subject: | Lévy processes | Langevin equation | Anomalous diffusion | Time series |
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