Generalized Langevin equation driven by Lévy processes: A probabilistic, numerical and time series based approach

Article ID	Journal	Published Year	Pages	File Type
10481045	Physica A: Statistical Mechanics and its Applications	2012	10 Pages	PDF

Abstract

âº We show a way to treat the generalized Langevin equation driven by Lévy processes. âº Numerical simulations illustrate good agreements in this work. âº Statistical estimations also show advantages of our approach. âº The ideas in this work have potential applications in diffusion phenomena.

Keywords

anomalous diffusion Time series Lévy processes Langevin equation

Related Topics

Physical Sciences and Engineering Mathematics Mathematical Physics

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Generalized Langevin equation driven by Lévy processes: A probabilistic, numerical and time series based approach

Authors

Ary V. Medino, SÃlvia R.C. Lopes, Rafael Morgado, Chang C.Y. Dorea,