Generalized master equations for random walks with time-dependent jump sizes

DOI10.1137/17M1127673MaRDI QIDQ4640161zbMATH OpenWikidataFDO

Authors Diego Torrejon, Maria Emelianenko

Publication date 16 May 2018

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/17M1127673

zbMATH Keywords

CTRWfractional dynamicsgeneralized master equationsGME

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Integro-partial differential equations (45K05) Sums of independent random variables; random walks (60G50) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

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Cited in

(3)

• A generalised diffusion equation corresponding to continuous time random walks with coupling between the waiting time and jump length distributions
• Generalized master equations and fractional Fokker-Planck equations from continuous time random walks with arbitrary initial conditions
• Exact and limit results for the CTRW in presence of drift and position dependent noise intensity

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