157 citations · 746 across the 17 of their papers we have counts for
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Linear Relaxation Processes Governed by Fractional Symmetric Kinetic Equations
A. V. Chechkin, V. Yu. Gonchar
We get fractional symmetric Fokker - Planck and Einstein - Smoluchowski kinetic equations, which describe evolution of the systems influenced by stochastic forces distributed with…
Self - affinity of ordinary Levy motion, spurious multi - affinity and pseudo - Gaussian relations
A. V. Chechkin, V. Yu. Gonchar
The ordinary Levy motion is a random process whose stationary independent increments are statistically self-affine and distributed with a stable probability law characterized by th…
A Model for Persistent Levy Motion
A. V. Chechkin, V. Yu. Gonchar
We propose the model, which allows us to approximate fractional Levy noise and fractional Levy motion. Our model is based (i) on the Gnedenko limit theorem for an attraction basin…
Fractional Brownian Motion Approximation Based on Fractional Integration of a White Noise
A. V. Chechkin, V. Yu. Gonchar
We study simple approximations to fractional Gaussian noise and fractional Brownian motion. The approximations are based on spectral properties of the noise. They allow one to cons…
A Model for Ordinary Levy Motion
A. V. Chechkin, V. Yu. Gonchar
We propose a simple model based on the Gnedenko limit theorem for simulation and studies of the ordinary Levy motion, that is, a random process, whose increments are independent an…