Correlated continuous time random walks and fractional Pearson diffusions

DOI10.3150/17-BEJ972zbMath1407.60063arXiv1708.07086OpenAlexW2963883443MaRDI QIDQ1750096

Alla Sikorskii, Nenad Šuvak, I. Papić, Nikolai N. Leonenko

Publication date: 18 May 2018

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.07086

zbMATH Keywords

Markov chainsWright-Fisher modelfractional diffusionPearson diffusionscontinuous time random walksurn-scheme models

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Ehrenfest–Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion ⋮ Moment-based estimation for parameters of general inverse subordinator ⋮ Limit theorems for additive functionals of continuous time random walks ⋮ Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology

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