Extreme Statistics of Superdiffusive Lévy Flights and Every Other Lévy Subordinate Brownian Motion.

Published in: J. Nonlinear Sci. (2023)

Keyphrases

brownian motion
fractional brownian motion
optimal stopping
stochastic process
stochastic differential equations
differential equations
non stationary
optimal control
poisson process
heavy traffic
vector valued
stochastic processes
diffusion process
markov chain
production system
dynamical systems
steady state