Fokker–Planck and Kolmogorov backward equations for continuous time random walk scaling limits (Q2832839): Difference between revisions

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Fokker–Planck and Kolmogorov backward equations for continuous time random walk scaling limits
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    Fokker–Planck and Kolmogorov backward equations for continuous time random walk scaling limits (English)
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    14 November 2016
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    continuous-time random walk
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    scaling limits
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    Fokker-Planck equations
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    Kolmogorov backward equations
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    anomalous diffusion
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    fractional kinetics
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    fractional derivative
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    subordination
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    Skorokhod continuity
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    Feller process
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    transience
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    coupled random walks
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