Brown and Levy Steady-State Motions

Brown and Levy Steady-State Motions

This paper introduces and explores a novel class of Brown and Levy steady-state motions. These motions generalize, respectively, the Ornstein-Uhlenbeck process (OUP) and the Levy-driven OUP. As the OUP and the Levy-driven OUP: the motions are Markov; their dynamics are Langevin; and their steady-sta...

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Bibliographic Details
Main Author: Iddo Eliazar
Format: Article
Language:English
Published: MDPI AG 2025-06-01
Series:Entropy
Subjects:
ornstein-uhlenbeck processes
levy-driven processes
markov processes and Langevin dynamics
noah effect and heavy tails
joseph effect and long-range dependence
memory and correlation
Online Access:https://www.mdpi.com/1099-4300/27/6/643
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