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Space-time continuous limit of random walks with hyperbolic scaling - MaRDI portal

Space-time continuous limit of random walks with hyperbolic scaling (Q2443046)

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Space-time continuous limit of random walks with hyperbolic scaling
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    Space-time continuous limit of random walks with hyperbolic scaling (English)
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    4 April 2014
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    inhomogeneous random walk
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    continuous limit
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    hyperbolic scaling
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    law of large numbers
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    finite difference approximation
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