Limit theorems for coupled continuous time random walks.
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Cited in
(86)- The influence of the finite velocity on spatial distribution of particles in the frame of levy walk model
- Correlated continuous time random walk and option pricing
- Large deviations for subordinated fractional Brownian motion and applications
- Chung-type law of the iterated logarithm for continuous time random walk
- Persistent random walks. II. Functional scaling limits
- Chover-type laws of the iterated logarithm for continuous time random walks
- Limit theorems for continuous time random walks with slowly varying waiting times
- Correlated continuous time random walk with time averaged waiting time
- Fractal dimension results for continuous time random walks
- On discrete-time semi-Markov processes
- Space-time coupled evolution equations and their stochastic solutions
- Asymptotic mean value formulas, nonlocal space-time parabolic operators and anomalous tug-of-war games
- Lévy walk dynamics in an external constant force field in non-static media
- Derivation of Feynman-Kac and Bloch-Torrey equations in a trapping medium
- Option pricing based on modified advection-dispersion equation: stochastic representation and applications
- An optimal error estimate for the two-dimensional nonlinear time fractional advection-diffusion equation with smooth and non-smooth solutions
- An implicit difference scheme with the KPS preconditioner for two-dimensional time-space fractional convection-diffusion equations
- Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics
- Quenched trap model for Lévy flights
- Censored stable subordinators and fractional derivatives
- From tick data to semimartingales
- Stochastic representation and Monte Carlo simulation for multiterm time-fractional diffusion equation
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- Asymptotic properties and numerical simulation of multidimensional Lévy walks
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- ON BOUNCING GEOMETRIC BROWNIAN MOTIONS
- Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations
- Nonlinear dynamics of continuous-time random walks in inhomogeneous medium
- The Calderón problem for a space-time fractional parabolic equation
- Anomalous diffusions in option prices: connecting trade duration and the volatility term structure
- Fractional diffusion equation with distributed-order material derivative. Stochastic foundations
- Finite dimensional Fokker-Planck equations for continuous time random walk limits
- On the convergence of quadratic variation for compound fractional Poisson processes
- Upscaling Lévy motions in porous media with long range correlations
- Lagging and leading coupled continuous time random walks, renewal times and their joint limits
- Limit theorems for randomly coarse grained continuous-time random walks
- Limit properties of Lévy walks
- Weak error for continuous time Markov chains related to fractional in time P(I)DEs
- Functional convergence of continuous-time random walks with continuous paths
- Modeling and simulation with operator scaling
- From semi-Markov random evolutions to scattering transport and superdiffusion
- From Lévy walks to fractional material derivative: pointwise representation and a numerical scheme
- Some families of random fields related to multiparameter Lévy processes
- Regularity and asymptotics of densities of inverse subordinators
- Kato-Ponce inequality for fractional nonlocal parabolic operators
- Taking a break: the impact of rests on Lévy walks
- Coupled continuous time random maxima
- Time-changed Markov processes and space-time coupled non-local equations
- Weak convergence of stochastic integrals on Skorokhod space in Skorokhod's J₁ and M₁ topologies
- Laws of the iterated logarithm for a class of iterated processes
- Large deviations for local time fractional Brownian motion and applications
- The stochastic nature of complexity evolution in the fractional systems
- Triangular array limits for continuous time random walks
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