Subordinated Lèvy–Feldheim motion as a model of anomalous self-similar diffusion

Multidimensional self-similar diffusion processes are treated as subordinated symmetrical Lèvy–Feldheim motion. Multivariate LF distributions are obtained by numerical calculation.

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Year of publication:	2002
Authors:	Uchaikin, Vladimir V.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 305.2002, 1, p. 205-208
Publisher:	Elsevier
Subject:	Brownian motion \| Multivariate subordinated Lèvy–Feldheim distributions \| Monte Carlo calculation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010591852