Cluster continuous time random walks

DOI10.4064/SM205-1-2MaRDI QIDQ3018122zbMATH OpenOpenAlexFDO

Authors Mark M. Meerschaert, A. Jurlewicz, Hans-Peter Scheffler

Publication date 21 July 2011

Published in Studia Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/sm205-1-2

zbMATH Keywords

continuous time random walkequations with fractional partial derivativesoperator stable lawrandom number of jumpsscaling limit

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Self-similar stochastic processes (60G18) Fractional processes, including fractional Brownian motion (60G22) 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)

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Cited in

(19)

• Fractional stable distributions
• Fractal dimension results for continuous time random walks
• Space-time coupled evolution equations and their stochastic solutions
• Quenched trap model for Lévy flights
• Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails
• Asymptotic properties and numerical simulation of multidimensional Lévy walks
• On multiple-particle continuous-time random walks
• On fully coupled continuous time random walks
• Limit theorems for some continuous-time random walks
• Correlated continuous-time random walks -- scaling limits and Langevin picture
• Fractional governing equations for coupled random walks
• Semi-Markov approach to continuous time random walk limit processes
• Langevin picture of Lévy walks and their extensions
• Nonlinear dynamics of continuous-time random walks in inhomogeneous medium
• Clustered continuous-time random walks: diffusion and relaxation consequences
• Limit theorems for randomly coarse grained continuous-time random walks
• Functional convergence of continuous-time random walks with continuous paths
• From Lévy walks to fractional material derivative: pointwise representation and a numerical scheme
• Triangular array limits for continuous time random walks

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