Functional convergence of continuous-time random walks with continuous paths

DOI10.1142/S0219199721501066MaRDI QIDQ6043447zbMATH OpenOpenAlexFDO

Authors Marcin Magdziarz, Piotr Żebrowski

Publication date 5 May 2023

Published in Communications in Contemporary Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219199721501066

zbMATH Keywords

anomalous diffusioncontinuous-time random walkfractional dynamicsfunctional convergencelimit theoremscaling limitSkorohod topology

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Sums of independent random variables; random walks (60G50) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)

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Cites work

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• Fractional Cauchy problems on bounded domains
• Fractional governing equations for coupled random walks
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
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• Langevin picture of Lévy walks and their extensions
• Limit theorem for continuous-time random walks with two time scales
• Limit theorems and governing equations for Lévy walks
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• Limit theorems for coupled continuous time random walks.
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• On fully coupled continuous time random walks
• Random walks on lattices. II
• Stochastic models for fractional calculus
• Stochastic-Process Limits
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

Cited in

(1)

• Limit theorems of continuous-time random walks with tails

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