157 citations · 301 across the 4 of their papers we have counts for
3 papers · 1 filter
First passage and arrival time densities for Lévy flights and the failure of the method of images
Aleksei V. Chechkin, Ralf Metzler, Vsevolod Y. Gonchar +2
We discuss the first passage time problem in the semi-infinite interval, for homogeneous stochastic Markov processes with L{é}vy stable jump length distributions $λ(x)\sim\ell^α/|x…
Lévy flights in a steep potential well
Aleksei V. Chechkin, Vsevolod Yu. Gonchar, Joseph Klafter +2
Lévy flights in steeper than harmonic potentials have been shown to exhibit finite variance and a critical time at which a bifurcation from an initial mono-modal to a terminal…
Non-Boltzmann Equilibrium Probability Densities for Non-Linear Lévy Oscillator
A. Chechkin, V. Gonchar, R. Gorenflo +2
We study, both analytically and by numerical modeling the equilibrium probability density function for an non-linear Lévy oscillator with the Lévy index α, 1 \leq α\leq 2, and the…