Related papers: Asymmetric Levy flights in nonhomogeneous environm…
The use of reaction-diffusion models rests on the key assumption that the underlying diffusive process is Gaussian. However, a growing number of studies have pointed out the prevalence of anomalous diffusion, and there is a need to…
Efficient estimation of a non-Gaussian stable Levy process with drift and symmetric jumps observed at high frequency is considered. For this statistical experiment, the local asymptotic normality of the likelihood is proved with a…
In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…
The standard Levy walk is performed by a particle that moves ballistically between randomly occurring collisions, when the intercollision time is a random variable governed by a power-law distribution. During instantaneous collision events…
We consider the combined effects of a power law L\'{e}vy step distribution characterized by the step index $f$ and a power law waiting time distribution characterized by the time index $g$ on the long time behavior of a random walker. The…
This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
We investigate the observables of the one-dimensional model for anomalous transport in semiconductor devices where diffusion arises from scattering at dislocations at fixed random positions, known as L\'evy-Lorentz gas. To gain insight into…
Memory effects, sometimes, can not be neglected. In the framework of continuous time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive the two-point probability distribution of the stochastic…
We consider Levy flights subject to external force fields. This anomalous transport process is described by two approaches, a Langevin equation with Levy noise and the corresponding generalized Fokker-Planck equation containing a fractional…
We consider a stochastic process driven by a diffusion and jumps. We devise a technique, which is based on a discrete record of observations, for identifying the times when jumps larger than a suitably defined threshold occurred. The…
We prove a functional non-central limit theorem for jump-diffusions with periodic coefficients driven by strictly stable Levy-processes with stability index bigger than one. The limit process turns out to be a strictly stable Levy process…
We consider the asymptotic behaviour of the solution of one dimensional stochastic differential equations and Langevin equations in periodic backgrounds with zero average. We prove that in several such models, there is generically a non…
In this work, we investigate positive recurrent L\'evy diffusions driven by appropriately scaled Brownian motion and $\alpha$-stable process (with $1<\alpha<2$) in the small noise regime. Supposing that in the vanishing noise limit, our…
Transport of the Brownian particles driven by L\'evy flights coexisting with subdiffusion in asymmetric periodic potentials is investigated in the absence of any external driving forces. Using the Langevin-type dynamics with subordination…
Continuous-time random walks combining diffusive scattering and ballistic propagation on lattices model a class of L\'evy walks. The assumption that transitions in the scattering phase occur with exponentially-distributed waiting times…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…