Medino, Ary V.; Lopes, Sílvia R.C.; Morgado, Rafael; … - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 3, pp. 572-581
Lévy processes have been widely used to model a large variety of stochastic processes under anomalous diffusion. In this note we show that Lévy processes play an important role in the study of the Generalized Langevin Equation (GLE). The solution to the GLE is proposed using stochastic...