Cluster continuous time random walks

DOI10.4064/SM205-1-2zbMath1242.60045OpenAlexW1963537761MaRDI QIDQ3018122

Mark M. Meerschaert, Hans-Peter Scheffler, Agnieszka Jurlewicz

Publication date: 21 July 2011

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/sm205-1-2

zbMATH Keywords

scaling limitcontinuous time random walkoperator stable lawequations with fractional partial derivativesrandom number of jumps

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)

Related Items (10)

Clustered continuous-time random walks: diffusion and relaxation consequences ⋮ Functional convergence of continuous-time random walks with continuous paths ⋮ Semi-Markov approach to continuous time random walk limit processes ⋮ Quenched trap model for Lévy flights ⋮ Langevin picture of Lévy walks and their extensions ⋮ Nonlinear dynamics of continuous-time random walks in inhomogeneous medium ⋮ Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails ⋮ Correlated continuous-time random walks—scaling limits and Langevin picture ⋮ Asymptotic properties and numerical simulation of multidimensional Lévy walks ⋮ Space-time coupled evolution equations and their stochastic solutions

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