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Volumn 115, Issue 5-6, 2004, Pages 1505-1535

Lévy flights in a steep potential well

Author keywords

Classical transport; Random walks and L vy flights; Stochastic analysis methods (Fokker Planck, Langevin, etc.); Stochastic processes

Indexed keywords


EID: 3543074105     PISSN: 00224715     EISSN: None     Source Type: Journal    
DOI: 10.1023/b:joss.0000028067.63365.04     Document Type: Article
Times cited : (158)

References (50)
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    • (1966) J. Bus. , vol.39 , pp. 242
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    • B. B. Mandelbrot, J. Bus. 36:394 (1963); ibid. 39:242 (1966); ibid. 40:393 (1967); compare R. N. Mantegna and H. E. Stanley, J. Stat. Phys. 89:469 (1997); J.-P. Bouchaud and D. Sornette, J. Phys. (Paris) I 4:863 (1994).
    • (1967) J. Bus. , vol.40 , pp. 393
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    • Lecture Notes in Physics, S. Albeverio, G. Casati, and D. Merlini, eds. (Springer-Verlag, Berlin)
    • W. R. Schneider, in Stochastic Processes in Classical and Quantum Systems, Lecture Notes in Physics, Vol. 262, S. Albeverio, G. Casati, and D. Merlini, eds. (Springer-Verlag, Berlin, 1986).
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  • 45
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    • note
    • α(dt).


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.