A Semi-Markov Algorithm for Continuous Time Random Walk Limit Distributions

DOI10.1051/mmnp/201611303zbMath1390.60119arXiv1603.03512OpenAlexW2296378868MaRDI QIDQ4607494

No author found.

Publication date: 14 March 2018

Published in: Mathematical Modelling of Natural Phenomena (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.03512

zbMATH Keywords

anomalous diffusionfractional derivativefractional kineticssemi-Markov property

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Markov and semi-Markov decision processes (90C40) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Variable order fractional Fokker-Planck equations derived from continuous time random walks ⋮ Numeric solution of advection–diffusion equations by a discrete time random walk scheme ⋮ Compartment Models with Memory

Cites Work

• Aging uncoupled continuous time random walk limits
• Fractional governing equations for coupled random walks
• Semi-Markov approach to continuous time random walk limit processes
• Limit theorems and governing equations for Lévy walks
• Finite dimensional Fokker-Planck equations for continuous time random walk limits
• Lagging and leading coupled continuous time random walks, renewal times and their joint limits
• From stochastic processes to numerical methods: a new scheme for solving reaction subdiffusion fractional partial differential equations
• Tempering stable processes
• The accuracy and stability of an implicit solution method for the fractional diffusion equation
• Fractional dynamics at multiple times
• Comment on fractional Fokker-Planck equation with space and time dependent drift and diffusion
• Transport equations for subdiffusion with nonlinear particle interaction
• Two-time scale subordination in physical processes with long-term memory
• Fokker–Planck and Kolmogorov backward equations for continuous time random walk scaling limits
• Integration by Parts for Stieltjes Integrals
• Lévy Processes and Stochastic Calculus
• Generalized Continuous Time Random Walks, Master Equations, and Fractional Fokker--Planck Equations
• Inverse Stable Subordinators
• Continuous Time Random Walks with Reactions Forcing and Trapping
• Semilinear Markov processes, subordinators and renewal theory
• Stochastic models for fractional calculus
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A Semi-Markov Algorithm for Continuous Time Random Walk Limit Distributions