相关论文: Geodesic L\'evy flights and expected stopping time…
We investigate the first-passage dynamics of symmetric and asymmetric L\'evy flights in a semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we analyse the fractional-order moments of the first-passage…
On the unit square, we introduce a method for accurately computing source-neutral Green's functions of the fractional Laplacian operator with either periodic or homogeneous Neumann boundary conditions. This method involves analytically…
We study L\'{e}vy-like and truncated L\'{e}vy-like flights with step probability distribution of the form $r^{-1+\nu}$ for negative, positive, and zero $\nu$, focusing on the appearance of fractal geometry characteristics in the generated…
It is well understood that, when numerically simulating SDEs with general noise, achieving a strong convergence rate better than $O(\sqrt{h})$ (where h is the step size) requires the use of certain iterated integrals of Brownian motion,…
Exponential functionals of L\'evy processes appear as stationary distributions of generalized Ornstein-Uhlenbeck (GOU) processes. In this paper we obtain the infinitesimal generator of the GOU process and show that it is a Feller process.…
We study symmetric L\'evy flights in a semi-infinite domain $[0,\infty)$ with a reflecting and absorbing boundary at 0. To this end, we use the fractional differential equation that governs the L\'evy process. Incorporating the boundary…
Anomalous diffusion and L\'evy flights, which are characterized by the occurrence of random discrete jumps of all scales, have been observed in a plethora of natural and engineered systems, ranging from the motion of molecules to climate…
We study the ergodic properties of a class of multidimensional piecewise Ornstein-Uhlenbeck processes with jumps, which contains the limit of the queueing processes arising in multiclass many-server queues with heavy-tailed arrivals and/or…
We prove limit theorems for cylindrical martingale problems associated to L\'evy generators. Furthermore, we give sufficient and necessary conditions for the Feller property of well-posed problems with continuous coefficients. We discuss…
L\'evy walks are random walk processes whose step-lengths follow a long-tailed power-law distribution. Due to their abundance as movement patterns of biological organisms, significant theoretical efforts have been devoted to identifying the…
We consider the exploration process associated to the continuous random tree (CRT) built using a Levy process with no negative jumps. This process has been studied by Duquesne, Le Gall and Le Jan. This measure-valued Markov process is a…
The L\'evy walk is a non-Brownian random walk model that has been found to describe anomalous dynamic phenomena in diverse fields ranging from biology over quantum physics to ecology. Recurrently occurring problems are to examine whether…
The spectral theory of random walks on networks of arbitrary topology can be readily extended to study random walks and L\'evy flights subject to resetting on these structures. When a discrete-time process is stochastically brought back…
We study the local regularity of solutions $f$ to the integro-differential equation $$ Af=g \quad \text{in $U$}$$ associated with the infinitesimal generator $A$ of a L\'evy process $(X_t)_{t \geq 0}$. Under the assumption that the…
Levy flights and subdiffusive processes and their properties are discussed. We derive the space- and time-fractional transport equations, and consider their solutions in external potentials. An extensive list of references is included.
We study analytically an intermittent search process in one dimension. There is an immobile target at the origin and a searcher undergoes a discrete time jump process starting at $x_0\geq0$, where successive jumps are drawn independently…
Levy flights are known to be optimal search strategies in the particular case of revisitable targets. In the relevant situation of non revisitable targets, we propose an alternative model of bidimensional search processes, which explicitly…
L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…
The {\alpha}-stable L\'evy process, commonly used to describe L\'evy flight, is characterized by discontinuous jumps and is widely used to model anomalous transport phenomena. In this study, we investigate the associated exit problem and…
We consider the problem of estimating the density of the process associated with the small jumps of a pure jump L\'evy process, possibly of infinite variation, from discrete observations of one trajectory. The interest of such a question…