Elements of random walk and diffusion processes

DOI10.1002/9781118618059MaRDI QIDQ2861908zbMATH OpenOpenAlexFDO

Authors Oliver C. Ibe

Publication date 11 November 2013

Published in Wiley Series in Operations Research and Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/9781118618059

zbMATH Keywords

random walkBrownian motiondiffusionfractional calculuspercolationfractional processLévy processLévy flightLévy walk

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

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Cited in

(21)

• Stochastic growth tree networks with an identical fractal dimension: construction and mean hitting time for random walks
• Random walks on quasi-one-dimensional lattices
• Design of biased random walks on a graph with application to collaborative recommendation
• Analytical results for the distribution of first hitting times of random walks on random regular graphs
• The rate of convergence of the Hurst index estimate for a stochastic differential equation
• Random walks and diffusion on networks
• Fractional calculus via Laplace transform and its application in relaxation processes
• The distribution of first hitting times of randomwalks on Erdős-Rényi networks
• The distribution of first hitting times of non-backtracking random walks on Erdos-Rényi networks
• Nonlinear anomalous information diffusion model in social networks
• Historical survey: the chronicles of fractional calculus
• Distributions in the physical and engineering sciences. Volume 3. Random and anomalous fractional dynamics in continuous media
• An unbounded experience in random walks with applications
• Exponential and Weibull models for spherical and spherical-shell diffusion-controlled release systems with semi-absorbing boundaries
• scientific article; zbMATH DE number 841532 (Why is no real title available?)
• A stochastic method for solving time-fractional differential equations
• Impact of local navigation rules on biased random walks in multiplex Markov chains
• scientific article; zbMATH DE number 3846629 (Why is no real title available?)
• Analytical results for the distribution of cover times of random walks on random regular graphs
• Random walk and diffusion models. An introduction for life and behavioral scientists
• Fractional calculus: quo vadimus? (where are we going?)

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