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math.PR2016★ 13 cited
Method of calculating densities for isotropic Lévy Walks
Marcin Magdziarz, Tomasz Zorawik
We provide explicit formulas for asymptotic densities of -dimensional isotropic Lévy walks, when . The densities of multidimensional undershooting and overshooting Lévy wal…
math.PR2015
Stochastic representation of fractional subdiffusion equation. The case of infinitely divisible waiting times, Levy noise and space-time-dependent coefficients
Marcin Magdziarz, Tomasz Zorawik
In this paper we analyze fractional Fokker-Planck equation describing subdiffusion in the general infinitely divisible (ID) setting. We show that in the case of space-time-dependen…