Stable Lévy diffusion and related model fitting

A fractional advection-dispersion equation (fADE) has been advocated for heavy-tailed flows where the usual Brownian diffusion models fail. A stochastic differential equation (SDE) driven by a stable Lévy process gives a forward equation that matches the space-fractional advection-dispersion equatio...

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Detalhes bibliográficos
Main Authors: Paramita Chakraborty, Xu Guo, Hong Wang
Formato: Artigo
Idioma:Inglês
Publicado em: VTeX 2018-07-01
Colecção:Modern Stochastics: Theory and Applications
Assuntos:
Stable Lévy Diffusion
fractional diffusion
fractional advection-dispersion
heavy-tailed particle tracking
Acesso em linha:https://www.vmsta.org/doi/10.15559/18-VMSTA106
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