Stochastic diffusion and stable noise-induced phenomena. Dybiec, B. & Gudowska-Nowak, E. 2011.
doi  abstract   bibtex   
© 2012 by World Scientific Publishing Co. Pte. Ltd. All rights reserved. We discuss ubiquity of noise effects generated in non-equilibrium systems driven by “stable” random forces interpreted as limit cases of pure jump stochastic processes. In particular, such an approach leads to a generalization of the common Brownian motion by a L’evy diffusion process. This chapter briefly analyzes common properties of the anomalous transport and investigates the asymptotic relations between properly scaled continuous time random walks (CTRW) and fractional Smoluchowski–Fokker–Planck equations.
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 title = {Stochastic diffusion and stable noise-induced phenomena},
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 year = {2011},
 source = {Fractional Dynamics: Recent Advances},
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 abstract = {© 2012 by World Scientific Publishing Co. Pte. Ltd. All rights reserved. We discuss ubiquity of noise effects generated in non-equilibrium systems driven by “stable” random forces interpreted as limit cases of pure jump stochastic processes. In particular, such an approach leads to a generalization of the common Brownian motion by a L’evy diffusion process. This chapter briefly analyzes common properties of the anomalous transport and investigates the asymptotic relations between properly scaled continuous time random walks (CTRW) and fractional Smoluchowski–Fokker–Planck equations.},
 bibtype = {book},
 author = {Dybiec, B. and Gudowska-Nowak, E.},
 doi = {10.1142/9789814340595_0002}
}

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