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math.PR2024
Superdiffusive limits for stochastic kinetics driven by self-similar drifts
Miha Brešar, Conrado da Costa, Aleksandar Mijatović +1
We prove anomalous-diffusion scaling for a one-dimensional stochastic kinetic dynamics, in which the stochastic drift is driven by an exogenous self-similar noise, and also include…
math.PR2024
Superdiffusive planar random walks with polynomial space-time drifts
Conrado da Costa, Mikhail Menshikov, Vadim Shcherbakov +1
We quantify superdiffusive transience for a two-dimensional random walk in which the vertical coordinate is a martingale and the horizontal coordinate has a positive drift that is…