Elements of random walk and diffusion processes

DOI10.1002/9781118618059zbMATH Open1294.60002OpenAlexW2505741526MaRDI QIDQ2861908FDOQ2861908

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 walk[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+process&go=Go L��vy process]Brownian motiondiffusionfractional calculuspercolation[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+walk&go=Go L��vy walk][https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+flight&go=Go L��vy flight]fractional process

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)

Cited In (19)

• 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
• The distribution of first hitting times of randomwalks on Erdős–Rényi networks
• Fractional calculus via Laplace transform and its application in relaxation processes
• 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
• Exponential and Weibull models for spherical and spherical-shell diffusion-controlled release systems with semi-absorbing boundaries
• Title not available (Why is that?)
• A stochastic method for solving time-fractional differential equations
• Impact of local navigation rules on biased random walks in multiplex Markov chains
• Analytical results for the distribution of cover times of random walks on random regular graphs
• Title not available (Why is that?)
• Fractional calculus: quo vadimus? (where are we going?)
• The distribution of first hitting times of non-backtracking random walks on Erdős–Rényi networks

Uses Software

• Algorithm 858

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