A Semi-Markov Algorithm for Continuous Time Random Walk Limit Distributions
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Publication:4607494
DOI10.1051/mmnp/201611303zbMath1390.60119arXiv1603.03512OpenAlexW2296378868MaRDI QIDQ4607494
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Publication date: 14 March 2018
Published in: Mathematical Modelling of Natural Phenomena (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.03512
Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Markov and semi-Markov decision processes (90C40) Functional limit theorems; invariance principles (60F17)
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Variable order fractional Fokker-Planck equations derived from continuous time random walks, Numeric solution of advection–diffusion equations by a discrete time random walk scheme, Compartment Models with Memory
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