Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology
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Publication:777158
DOI10.1016/j.jmaa.2020.123934zbMath1451.60037OpenAlexW3004708428MaRDI QIDQ777158
Nikolai N. Leonenko, Alla Sikorskii, I. Papić, Nenad Šuvak
Publication date: 3 July 2020
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://orca.cardiff.ac.uk/129277/1/CTRWs_HTFPDs_1_14_20.pdf
Markov chainsSkorokhod topologyPearson diffusionsfractional diffusionscorrelated continuous time random walksfractional diffusion approximation
Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)
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