461 citations · 848 across the 8 of their papers we have counts for
4 papers · 1 filter
Fractional Diffusion Equation for a Power-Law-Truncated Levy Process
I. M. Sokolov, A. V. Chechkin, J. Klafter
Truncated Levy flights are stochastic processes which display a crossover from a heavy-tailed Levy behavior to a faster decaying probability distribution function (pdf). Putting le…
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…
Fractional Fokker-Planck Equation for Ultraslow Kinetics
A. V. Chechkin, J. Klafter, I. M. Sokolov
Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") a…