Subordinated diffusion and continuous time random walk asymptotics

DOI10.1063/1.3522761zbMath1311.82037arXiv1007.3022OpenAlexW3099704509WikidataQ50529634 ScholiaQ50529634MaRDI QIDQ5251325

Bartłomiej Dybiec, Ewa Gudowska-Nowak

Publication date: 20 May 2015

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.3022

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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