Power-law statistics from nonlinear stochastic differential equations driven by Lévy stable noise

Chaos, Solitons and Fractals

Volumn 81, Issue , 2015, Pages 432-442

  Kazakevičius, Rytis ^a   Ruseckas, Julius ^a  

^a VILNIUS UNIVERSITY   (Lithuania)

Author keywords

1 f noise; Anomalous diffusion; Random walks and L vy flights; Stochastic analysis methods

Indexed keywords

DIFFERENTIAL EQUATIONS; DIFFUSION; DYNAMICAL SYSTEMS; GAUSSIAN NOISE (ELECTRONIC); LARGE SCALE SYSTEMS; POWER SPECTRAL DENSITY; SPECTRAL DENSITY; STOCHASTIC SYSTEMS;

1/F NOISE; ANOMALOUS DIFFUSION; COMPLEX DYNAMICAL SYSTEMS; POWER-LAW STATISTICS; RANDOM WALK; STEADY-STATE DISTRIBUTIONS; STOCHASTIC ANALYSIS; STOCHASTIC DIFFERENTIAL EQUATIONS;

NONLINEAR EQUATIONS;

EID: 84948717674     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.chaos.2015.08.024     Document Type: Article

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