Ehrenfest–Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion
DOI10.1090/tpms/1086zbMath1431.60041OpenAlexW2913506698MaRDI QIDQ5218382
I. Papić, Alla Sikorskii, Nenad Šuvak, Nikolai N. Leonenko
Publication date: 3 March 2020
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tpms/1086
fractional diffusionPearson diffusionJacobi diffusioncorrelated continuous time random walkEhrenfest-Brillouin Markov chain
Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)
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