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

Vladimir V. Uchaikin

Physica A: Statistical Mechanics and its Applications, 2002, vol. 305, issue 1, 205-208

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

Keywords: Brownian motion; Multivariate subordinated Lèvy–Feldheim distributions; Monte Carlo calculation (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:305:y:2002:i:1:p:205-208

DOI: 10.1016/S0378-4371(01)00663-X

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