Generalized Continuous-Time Random Walks, Subordination by Hitting Times, and Fractional Dynamics
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Publication:3556746
DOI10.1137/S0040585X97983857zbMath1193.60046arXiv0706.1928MaRDI QIDQ3556746
Publication date: 26 April 2010
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0706.1928
fractional derivativeslimit theoremsanomalous diffusiontime changeLévy subordinatorscontinuous-time random walksfractional stable distributionshitting time processes
Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)
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