Erratum to ``Triangular array limits for continuous time random walks [Stochastic process. Appl. 118 (9) (2008) 1606-1633]

DOI10.1016/J.SPA.2010.08.009zbMath1229.60058OpenAlexW2160429191MaRDI QIDQ608224

Mark M. Meerschaert, Hans-Peter Scheffler

Publication date: 25 November 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2010.08.009

Mathematics Subject Classification ID

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) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure

Cites Work

• Triangular array limits for continuous time random walks
• Unnamed Item

This page was built for publication: Erratum to ``Triangular array limits for continuous time random walks [Stochastic process. Appl. 118 (9) (2008) 1606-1633]