Limit theorems and governing equations for Lévy walks

2015/06/06 by M. Magdziarz, Marcin Magdziarz, H.-P. Scheffler +5 · 4 citations
Biochemistry, Genetics and Molecular Biology · Mathematics · Economics, Econometrics and Finance · #Diffusion and Search Dynamics #Stochastic processes and statistical mechanics #Complex Systems and Time Series Analysis

paper · doi:10.1016/j.spa.2015.05.014

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• Scaling limits for Lévy walks with rests
• Limit theorems for continuous time random walks with continuous paths
• Time-changed Markov processes and space-time coupled non-local equations
• Dynamics of a randomly kicked particle
• Explicit densities of multidimensional ballistic Lévy walks