Observing a Lévy process up to a stopping time
نویسندگان
چکیده
منابع مشابه
Lévy flights from a continuous-time process.
Lévy flight dynamics can stem from simple random walks in a system whose operational time (number of steps n) typically grows superlinearly with physical time t. Thus this process is a kind of continuous-time random walk (CTRW), dual to the typical Scher-Montroll model, in which n grows sublinearly with t. Models in which Lévy flights emerge due to a temporal subordination allow one easily to d...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2019
ISSN: 0167-7152
DOI: 10.1016/j.spl.2019.03.002