A limit theorem to a time-fractional diffusion

zbMath1277.60059arXiv1110.0710MaRDI QIDQ2866832

Jeremy Thane Clark

Publication date: 9 December 2013

Full work available at URL: https://arxiv.org/abs/1110.0710

zbMATH Keywords

Ornstein-Uhlenbeck process; local time; fractional diffusion; linear Boltzmann equation; Brownian limit; Nummelin splitting

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60F17: Functional limit theorems; invariance principles

60J55: Local time and additive functionals

35Q20: Boltzmann equations