Limit theorems for coupled continuous time random walks.
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- Asymptotic distributions of continuous-time random walks: A probabilistic approach
- Chance and Stability
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- Random walks on lattices. II
- Random walks with infinite spatial and temporal moments
- Regularly varying functions
- Some Useful Functions for Functional Limit Theorems
- Space-time fractional derivative operators
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- Limit theorems and governing equations for Lévy walks
- Limit theorems of continuous-time random walks with tails
- Correlated continuous time random walk with time averaged waiting time
- Large deviations for subordinated fractional Brownian motion and applications
- Brownian subordinators and fractional Cauchy problems
- Random walk model with waiting times depending on the preceding jump length
- The stochastic nature of complexity evolution in the fractional systems
- Modeling and simulation with operator scaling
- Activity rates with very heavy tails
- Limit theorems for randomly coarse grained continuous-time random walks
- Coupled continuous time random maxima
- Limit theorems for continuous time random walks with slowly varying waiting times
- Reflected spectrally negative stable processes and their governing equations
- On fully coupled continuous time random walks
- Limit theorem for continuous-time random walks with two time scales
- An implicit difference scheme with the KPS preconditioner for two-dimensional time-space fractional convection-diffusion equations
- Chover-type laws of the iterated logarithm for continuous time random walks
- Nonlinear dynamics of continuous-time random walks in inhomogeneous medium
- Densities of scaling limits of coupled continuous time random walks
- Asymptotic properties of Brownian motion delayed by inverse subordinators
- A semi-Markov algorithm for continuous time random walk limit distributions
- Local time and first return time for periodic semi-flows
- Asymptotic properties and numerical simulation of multidimensional Lévy walks
- Large deviations for local time fractional Brownian motion and applications
- Langevin picture of Lévy walks and their extensions
- Persistent random walks. II. Functional scaling limits
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- Correlated continuous time random walk and option pricing
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- An optimal error estimate for the two-dimensional nonlinear time fractional advection-diffusion equation with smooth and non-smooth solutions
- Lagging and leading coupled continuous time random walks, renewal times and their joint limits
- Quenched trap model for Lévy flights
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