Correlated continuous-time random walks -- scaling limits and Langevin picture
From MaRDI portal
Publication:3301355
Recommendations
- Correlated continuous time random walks
- Asymptotic behaviour of random walks with correlated temporal structure
- Correlated continuous time random walks: combining scale-invariance with long-range memory for spatial and temporal dynamics
- Correlated anomalous diffusion: Random walk and Langevin equation
- Anomalous diffusion in correlated continuous time random walks
Cites work
- scientific article; zbMATH DE number 206027 (Why is no real title available?)
- scientific article; zbMATH DE number 5691378 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Anomalous diffusion in correlated continuous time random walks
- Cluster continuous time random walks
- Correlated continuous time random walks
- First Steps in Random Walks
- Fractional Klein-Kramers dynamics for subdiffusion and Itô formula
- Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series
- Lagging and leading coupled continuous time random walks, renewal times and their joint limits
- Langevin picture of subdiffusion with infinitely divisible waiting times
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Limit theorems for randomly coarse grained continuous-time random walks
- Lévy flights in a steep potential well
- On Distributions of Certain Wiener Functionals
- On distributions of functionals of anomalous diffusion paths
- On the distribution of the integral of the absolute value of the Brownian motion
- On the generation of anomalous and ultraslow diffusion
- Random walks on lattices. II
- Random walks with infinite spatial and temporal moments
- Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes
- Stochastic representation of subdiffusion processes with time-dependent drift
- Stochastic solution of space-time fractional diffusion equations
- Stochastic-Process Limits
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
- The dependence structure of the fractional Ornstein-Uhlenbeck process
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
Cited in
(24)- Dynamics of a randomly kicked particle
- Correlated random walks, hyperbolic systems and Fokker-Planck equations
- Superdiffusion driven by exponentially decaying memory
- Analysis of nonlinear fractional diffusion equations with a Riemann-Liouville derivative
- scientific article; zbMATH DE number 2129978 (Why is no real title available?)
- Generalized diffusion equation associated with a power-law correlated continuous time random walk
- Asymptotic behaviour of random walks with correlated temporal structure
- Correlated continuous time random walks: combining scale-invariance with long-range memory for spatial and temporal dynamics
- Correlated continuous time random walks and fractional Pearson diffusions
- Correlated continuous time random walk with time averaged waiting time
- Letter to the editor: The fourth moment of the radial displacement of a discrete correlated/persistent random walk.
- The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations
- Dynamical behaviour of a statistical manifold associated with correlated walks
- Feynman-Kac equation for anomalous processes with space- and time-dependent forces
- Modeling anomalous diffusion by a subordinated integrated Brownian motion
- Space-time transport schemes and homogenization. I: General theory of Markovian and non-Markovian processes
- Nonlinear dynamics of continuous-time random walks in inhomogeneous medium
- Ergodic property of Langevin systems with superstatistical, uncorrelated or correlated diffusivity
- Asymptotic properties and numerical simulation of multidimensional Lévy walks
- scientific article; zbMATH DE number 4020133 (Why is no real title available?)
- Langevin picture of Lévy walks and their extensions
- Effect of different waiting time processes with memory to anomalous diffusion dynamics in an external force fields
- Heterogeneous memorized continuous time random walks in an external force fields
- Quenched trap model for Lévy flights
This page was built for publication: Correlated continuous-time random walks -- scaling limits and Langevin picture
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3301355)